+28.9%
ALL vs TAP
-11.8%
+40.7%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.1% | +0.6% |
| 7D | -2.6% | -8.0% | +5.4% | -0.4% |
| 30D | +12.7% | +4.1% | +8.7% | +11.8% |
| 3M | +0.4% | -4.4% | +4.7% | +1.2% |
| 6M | +23.8% | -1.9% | +25.7% | +23.9% |
| YTD | +27.8% | -12.1% | +39.8% | +30.3% |
| 1Y | +28.9% | -12.0% | +40.9% | +31.3% |
| All | +28.9% | -11.8% | +40.7% | +31.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling