+2,084.7%
ALM vs TAP
-47.8%
+2,132.6%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +1.0% | +0.3% |
| 7D | -7.2% | -8.0% | +0.8% | -6.6% |
| 30D | -26.4% | +4.1% | -30.4% | -26.7% |
| 3M | -38.6% | -4.4% | -34.2% | -38.5% |
| 6M | -61.0% | -1.9% | -59.0% | -61.1% |
| YTD | -7.4% | -12.1% | +4.7% | -6.7% |
| 1Y | +14.0% | -12.0% | +26.0% | +14.7% |
| 3Y | +844.4% | -25.0% | +869.5% | +859.0% |
| 5Y | +410.8% | -1.1% | +411.9% | +391.5% |
| 10Y | +2,084.7% | -47.6% | +2,132.4% | +2,259.1% |
| All | +2,084.7% | -47.8% | +2,132.6% | +2,259.1% |
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