+3,646.0%
ALL vs TAP
+850.0%
+2,796.0%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -4.5% | 0.0% | -3.3% |
| 7D | -1.9% | +0.5% | -2.5% | -2.1% |
| 30D | +13.8% | +9.1% | +4.6% | +11.1% |
| 3M | -7.0% | -3.8% | -3.2% | -6.2% |
| 6M | +18.0% | -3.4% | +21.5% | +18.7% |
| YTD | +24.2% | -10.6% | +34.8% | +27.0% |
| 1Y | +31.2% | -4.4% | +35.6% | +31.6% |
| 3Y | +107.5% | -24.4% | +131.9% | +119.2% |
| 5Y | +144.8% | +2.1% | +142.7% | +135.4% |
| 10Y | +375.8% | -48.7% | +424.5% | +421.3% |
| All | +3,646.0% | +850.0% | +2,796.0% | +2,438.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling