+365.7%
ALL vs TAP
-50.2%
+415.8%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.2% | -1.2% | -1.3% |
| 7D | 0.0% | -2.3% | +2.3% | +0.8% |
| 30D | -1.5% | -2.1% | +0.7% | -0.9% |
| 3M | +23.6% | +6.6% | +17.0% | +20.6% |
| 6M | +22.3% | -11.5% | +33.8% | +26.7% |
| YTD | +26.5% | -10.3% | +36.8% | +30.0% |
| 1Y | +27.0% | -14.4% | +41.4% | +32.1% |
| 3Y | +149.6% | -28.3% | +177.9% | +172.2% |
| 5Y | +118.1% | +1.7% | +116.4% | +103.8% |
| All | +365.7% | -50.2% | +415.8% | +350.8% |
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 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