+476.0%
A vs TAP
+182.2%
+293.8%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.8% | +0.6% |
| 7D | -1.9% | -2.3% | +0.4% | -1.3% |
| 30D | +6.9% | -2.1% | +9.1% | +7.5% |
| 3M | +9.2% | +6.6% | +2.6% | +6.9% |
| 6M | +25.7% | -11.5% | +37.2% | +29.4% |
| YTD | +11.5% | -10.3% | +21.8% | +13.9% |
| 1Y | +18.4% | -14.4% | +32.8% | +22.2% |
| 3Y | +26.6% | -28.3% | +54.9% | +36.1% |
| 5Y | -12.8% | +1.7% | -14.5% | -17.4% |
| 10Y | +247.2% | -49.2% | +296.4% | +284.7% |
| All | +476.0% | +182.2% | +293.8% | +378.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling