+109.8%
AAPL vs TAP
-0.5%
+110.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | -0.1% |
| 7D | -3.0% | -5.1% | +2.1% | -1.9% |
| 30D | +2.3% | -8.4% | +10.7% | +4.1% |
| 3M | +8.6% | -3.9% | +12.6% | +9.3% |
| 6M | +21.6% | -14.4% | +35.9% | +25.1% |
| YTD | +16.3% | -14.7% | +31.0% | +19.4% |
| 1Y | +35.1% | -18.7% | +53.7% | +39.9% |
| 3Y | +79.4% | -32.6% | +112.0% | +94.0% |
| 5Y | +109.8% | -1.4% | +111.3% | +105.2% |
| All | +109.8% | -0.5% | +110.4% | +105.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling