+59.5%
ACWI vs TAP
+2.3%
+57.2%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.2% | +3.8% | +2.8% |
| 7D | +0.3% | -7.8% | +8.1% | +1.5% |
| 30D | -2.8% | +7.1% | -10.0% | -4.0% |
| 3M | -3.2% | -7.0% | +3.9% | -2.3% |
| 6M | +1.3% | -3.8% | +5.1% | +1.5% |
| YTD | +11.2% | -11.7% | +22.9% | +12.6% |
| 1Y | +13.8% | -10.1% | +23.9% | +14.7% |
| 3Y | +76.2% | -23.7% | +99.9% | +81.8% |
| 5Y | +59.5% | +2.9% | +56.6% | +50.3% |
| All | +59.5% | +2.3% | +57.2% | +50.3% |
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