+31.4%
ALB vs TAP
-49.3%
+80.7%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -4.5% | +5.4% | +2.6% |
| 7D | +9.1% | +0.5% | +8.5% | +8.5% |
| 30D | -3.4% | +9.1% | -12.6% | -7.3% |
| 3M | -20.6% | -3.8% | -16.8% | -19.9% |
| 6M | -48.2% | -3.4% | -44.7% | -48.2% |
| YTD | -29.2% | -10.6% | -18.6% | -27.8% |
| 1Y | +10.0% | -4.4% | +14.4% | +8.8% |
| 3Y | -12.9% | -24.4% | +11.5% | -5.2% |
| 5Y | -61.3% | +2.1% | -63.4% | -64.1% |
| All | +31.4% | -49.3% | +80.7% | +38.1% |
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