+2,031.1%
ALM vs TAP
-49.5%
+2,080.6%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | -1.2% | +9.3% | +8.2% |
| 7D | +0.7% | -7.8% | +8.6% | +1.3% |
| 30D | -26.1% | +7.1% | -33.2% | -26.6% |
| 3M | -38.1% | -7.0% | -31.1% | -37.8% |
| 6M | -55.4% | -3.8% | -51.6% | -55.5% |
| YTD | -0.4% | -11.7% | +11.3% | +0.3% |
| 1Y | +25.4% | -10.1% | +35.5% | +25.9% |
| 3Y | +907.8% | -23.7% | +931.5% | +921.0% |
| 5Y | +440.2% | +2.9% | +437.3% | +415.6% |
| 10Y | +2,031.1% | -49.5% | +2,080.6% | +2,505.7% |
| All | +2,031.1% | -49.5% | +2,080.6% | +2,505.7% |
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