+207.4%
ALAB vs TAP
-34.8%
+242.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -4.5% | +10.8% | +4.7% |
| 7D | -26.3% | +0.5% | -26.8% | -25.8% |
| 30D | -50.1% | +9.1% | -59.3% | -48.4% |
| 3M | -42.5% | -3.8% | -38.7% | -42.0% |
| 6M | -10.8% | -3.4% | -7.4% | -8.9% |
| YTD | +14.6% | -10.6% | +25.3% | +15.5% |
| 1Y | +17.1% | -4.4% | +21.5% | +17.8% |
| All | +207.4% | -34.8% | +242.3% | +242.6% |
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 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