+70.6%
ACWI vs TAP
-20.1%
+90.7%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -2.1% | -1.7% | -3.7% |
| 7D | -4.0% | +7.7% | -11.7% | -4.5% |
| 30D | -5.8% | +14.4% | -20.2% | -6.7% |
| 3M | -5.0% | +2.0% | -7.1% | -5.1% |
| 6M | +0.7% | +2.5% | -1.8% | +0.5% |
| YTD | +8.4% | -6.4% | +14.9% | +8.9% |
| 1Y | +10.1% | -2.3% | +12.4% | +9.8% |
| All | +70.6% | -20.1% | +90.7% | +74.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling