+374.8%
ALL vs TAP
-49.3%
+424.1%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -4.5% | 0.0% | -2.9% |
| 7D | -1.9% | +0.5% | -2.5% | -2.2% |
| 30D | +13.8% | +9.1% | +4.6% | +10.4% |
| 3M | -7.0% | -3.8% | -3.2% | -6.0% |
| 6M | +18.0% | -3.4% | +21.5% | +18.8% |
| YTD | +24.2% | -10.6% | +34.8% | +27.6% |
| 1Y | +31.2% | -4.4% | +35.6% | +31.4% |
| 3Y | +107.5% | -24.4% | +131.9% | +122.2% |
| 5Y | +144.8% | +2.1% | +142.7% | +128.3% |
| All | +374.8% | -49.3% | +424.1% | +342.3% |
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