+314.7%
A vs TAP
-46.0%
+360.7%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.2% | -2.7% | -0.2% |
| 7D | -0.5% | +1.3% | -1.7% | -0.8% |
| 30D | 0.0% | +5.7% | -5.7% | -1.7% |
| 3M | +16.7% | -1.9% | +18.6% | +16.7% |
| 6M | +54.8% | +0.9% | +53.9% | +53.2% |
| YTD | +28.8% | -9.5% | +38.3% | +30.4% |
| 1Y | +19.3% | -9.0% | +28.3% | +20.4% |
| 3Y | +65.5% | -22.2% | +87.8% | +72.4% |
| 5Y | +12.1% | +1.2% | +10.8% | +7.0% |
| All | +314.7% | -46.0% | +360.7% | +314.4% |
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