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@zashmaster Srini sir, thank you for the insight. I just checked the dates and they are the same for fund and index since I have taken the index data from NSE and then used vlookup to get the same day's NAV for the fund. The dates are sorted in descending order. Also there are exactly 250...

@ilykmtns Hi, Thanks for the response. However I don't think that is correct simply because the tracking error is a realised figure and not a theoretical one to use the CAPM definition. Using CAPM would also require someone like SEBI to come and specify RF and RM in order to make the numbers...

@gunderson500 Wow. That was it. Due to Muhurat trading there is Bhavcopy and Index value but no MF navs. I am now getting 0.0376% vs. 0.0382% for UTI's own numbers. I can live with that. Thank you so much.

Hi all, I am using the NSE definition here: https://www.nseindia.com/products-services/indices-tracking-error (stdev of fund less TRI daily return annualized via sqrt250) I have taken Nifty 50 TRI data from here...