+228.8%
AA vs TAP
+810.2%
-581.3%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -1.2% | +7.0% | +6.1% |
| 7D | +4.8% | -7.8% | +12.6% | +7.3% |
| 30D | -0.6% | +7.1% | -7.8% | -3.1% |
| 3M | -16.3% | -7.0% | -9.2% | -15.0% |
| 6M | -33.4% | -3.8% | -29.6% | -33.5% |
| YTD | -20.7% | -11.7% | -9.0% | -19.3% |
| 1Y | +12.9% | -10.1% | +23.0% | +14.1% |
| 3Y | +75.7% | -23.7% | +99.4% | +84.6% |
| 5Y | -6.8% | +2.9% | -9.7% | -10.8% |
| 10Y | +53.6% | -49.5% | +103.1% | +73.7% |
| All | +228.8% | +810.2% | -581.3% | +122.1% |
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