+2,950.3%
ALM vs TAP
-50.2%
+3,000.5%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.2% | -1.3% | -1.5% |
| 7D | -2.6% | -2.3% | -0.3% | -2.4% |
| 30D | +32.0% | -2.1% | +34.2% | +32.2% |
| 3M | -15.0% | +6.6% | -21.7% | -16.0% |
| 6M | -10.1% | -11.5% | +1.4% | -9.2% |
| YTD | +99.4% | -10.3% | +109.7% | +100.7% |
| 1Y | +316.4% | -14.4% | +330.7% | +320.9% |
| 3Y | +2,022.0% | -28.3% | +2,050.3% | +2,078.6% |
| 5Y | +941.2% | +1.7% | +939.5% | +899.7% |
| All | +2,950.3% | -50.2% | +3,000.5% | +3,124.8% |
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