+237.8%
A vs TAP
-52.1%
+289.9%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -4.1% | +1.4% | -1.6% |
| 7D | -2.1% | -2.3% | +0.3% | -1.5% |
| 30D | +0.6% | -9.4% | +10.0% | +3.0% |
| 3M | +10.9% | -0.8% | +11.7% | +10.8% |
| 6M | +28.2% | -14.7% | +42.9% | +32.7% |
| YTD | +8.6% | -13.9% | +22.5% | +11.7% |
| 1Y | +15.5% | -18.6% | +34.2% | +20.4% |
| 3Y | +31.8% | -32.0% | +63.8% | +42.6% |
| 5Y | -14.9% | -1.0% | -13.9% | -18.2% |
| 10Y | +237.8% | -51.4% | +289.2% | +256.5% |
| All | +237.8% | -52.1% | +289.9% | +256.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded TAP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling