+1,254.4%
AAPL vs TAP
-50.5%
+1,304.9%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.1% | +3.7% | +3.6% |
| 7D | -0.5% | -5.3% | +4.8% | +0.7% |
| 30D | +7.1% | -7.4% | +14.5% | +8.9% |
| 3M | +12.1% | -4.9% | +17.0% | +13.2% |
| 6M | +25.4% | -14.2% | +39.6% | +29.4% |
| YTD | +20.5% | -14.8% | +35.3% | +24.0% |
| 1Y | +44.5% | -18.1% | +62.6% | +49.8% |
| 3Y | +85.8% | -32.7% | +118.5% | +100.0% |
| 5Y | +124.8% | -0.5% | +125.2% | +116.9% |
| All | +1,254.4% | -50.5% | +1,304.9% | +1,366.6% |
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