+2,885.9%
ALB vs TAP
+876.1%
+2,009.8%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.2% | -4.3% | -4.4% |
| 7D | -8.1% | -2.3% | -5.8% | -7.4% |
| 30D | +6.3% | -2.1% | +8.4% | +7.0% |
| 3M | -23.6% | +6.6% | -30.2% | -25.4% |
| 6M | -24.6% | -11.5% | -13.1% | -22.4% |
| YTD | -10.3% | -10.3% | 0.0% | -8.5% |
| 1Y | +61.5% | -14.4% | +75.8% | +66.6% |
| 3Y | -34.0% | -28.3% | -5.7% | -28.3% |
| 5Y | -44.6% | +1.7% | -46.3% | -46.6% |
| 10Y | +76.1% | -49.2% | +125.3% | +97.6% |
| All | +2,885.9% | +876.1% | +2,009.8% | +1,964.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling