+369.0%
ALL vs TAP
-47.8%
+416.8%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.1% | +0.7% |
| 7D | -2.6% | -8.0% | +5.4% | +0.3% |
| 30D | +12.7% | +4.1% | +8.7% | +11.1% |
| 3M | +0.4% | -4.4% | +4.7% | +1.7% |
| 6M | +23.8% | -1.9% | +25.7% | +24.0% |
| YTD | +27.8% | -12.1% | +39.8% | +32.1% |
| 1Y | +28.9% | -12.0% | +40.9% | +33.0% |
| 3Y | +113.9% | -25.0% | +138.9% | +129.7% |
| 5Y | +157.4% | -1.1% | +158.5% | +142.6% |
| 10Y | +369.0% | -47.6% | +416.6% | +349.2% |
| All | +369.0% | -47.8% | +416.8% | +349.2% |
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