+122.2%
ALL vs TAP
+2.2%
+120.0%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.2% | -1.2% | -1.3% |
| 7D | 0.0% | -2.3% | +2.3% | +0.6% |
| 30D | -1.5% | -2.1% | +0.7% | -1.0% |
| 3M | +23.6% | +6.6% | +17.0% | +21.3% |
| 6M | +22.3% | -11.5% | +33.8% | +25.9% |
| YTD | +26.5% | -10.3% | +36.8% | +29.3% |
| 1Y | +27.0% | -14.4% | +41.4% | +31.3% |
| 3Y | +149.6% | -28.3% | +177.9% | +168.4% |
| All | +122.2% | +2.2% | +120.0% | +103.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling