+226.1%
ACWI vs TAP
-47.7%
+273.8%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.2% | -0.5% |
| 7D | +2.7% | -6.3% | +9.0% | +4.2% |
| 30D | -2.6% | +2.7% | -5.3% | -3.4% |
| 3M | -3.2% | -3.7% | +0.6% | -2.7% |
| 6M | +1.9% | -2.0% | +3.9% | +1.6% |
| YTD | +11.3% | -12.3% | +23.7% | +13.4% |
| 1Y | +11.7% | -10.1% | +21.7% | +12.9% |
| 3Y | +74.4% | -25.3% | +99.7% | +82.2% |
| 5Y | +59.5% | -1.9% | +61.4% | +51.9% |
| All | +226.1% | -47.7% | +273.8% | +224.5% |
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