+363.8%
ALL vs TAP
-49.5%
+413.3%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.8% | 0.0% |
| 7D | -3.9% | -7.8% | +4.0% | -1.1% |
| 30D | +10.6% | +7.1% | +3.5% | +8.0% |
| 3M | -4.6% | -7.0% | +2.5% | -2.4% |
| 6M | +20.2% | -3.8% | +24.0% | +21.2% |
| YTD | +23.7% | -11.7% | +35.4% | +27.6% |
| 1Y | +27.9% | -10.1% | +38.0% | +30.9% |
| 3Y | +109.2% | -23.7% | +132.9% | +123.2% |
| 5Y | +148.0% | +2.9% | +145.1% | +130.4% |
| 10Y | +363.8% | -49.5% | +413.3% | +337.0% |
| All | +363.8% | -49.5% | +413.3% | +337.0% |
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