+10.0%
ALB vs TAP
-6.0%
+16.0%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -4.5% | +5.4% | +0.8% |
| 7D | +9.1% | +0.5% | +8.5% | +9.1% |
| 30D | -3.4% | +9.1% | -12.6% | -3.3% |
| 3M | -20.6% | -3.8% | -16.8% | -20.4% |
| 6M | -48.2% | -3.4% | -44.7% | -47.5% |
| YTD | -29.2% | -10.6% | -18.6% | -29.1% |
| 1Y | +10.0% | -4.4% | +14.4% | +6.7% |
| All | +10.0% | -6.0% | +16.0% | +6.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling