+23.8%
ALC vs TAP
-16.8%
+40.6%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.2% | -2.0% | -2.1% |
| 7D | -2.1% | -2.3% | +0.2% | -1.6% |
| 30D | -0.1% | -2.1% | +2.0% | +0.4% |
| 3M | +5.9% | +6.6% | -0.7% | +4.2% |
| 6M | -15.9% | -11.5% | -4.4% | -13.7% |
| YTD | -10.1% | -10.3% | +0.2% | -8.4% |
| 1Y | -10.2% | -14.4% | +4.2% | -7.7% |
| 3Y | -13.6% | -28.3% | +14.7% | -8.0% |
| 5Y | -15.1% | +1.7% | -16.8% | -18.7% |
| All | +23.8% | -16.8% | +40.6% | +10.8% |
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