+589.0%
A vs TAP
+177.7%
+411.3%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.2% | +4.3% | +3.4% |
| 7D | +4.8% | -7.8% | +12.6% | +7.1% |
| 30D | +5.6% | +7.1% | -1.5% | +3.1% |
| 3M | +23.6% | -7.0% | +30.7% | +25.4% |
| 6M | +56.4% | -3.8% | +60.2% | +56.4% |
| YTD | +33.4% | -11.7% | +45.1% | +36.1% |
| 1Y | +23.7% | -10.1% | +33.8% | +25.3% |
| 3Y | +71.0% | -23.7% | +94.7% | +79.5% |
| 5Y | +16.8% | +2.9% | +13.9% | +10.0% |
| 10Y | +323.8% | -49.5% | +373.3% | +367.7% |
| All | +589.0% | +177.7% | +411.3% | +471.9% |
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