+2,022.9%
ALM vs TAP
-49.3%
+2,072.2%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -4.5% | +6.6% | +2.5% |
| 7D | -6.7% | +0.5% | -7.2% | -6.7% |
| 30D | -32.9% | +9.1% | -42.0% | -33.4% |
| 3M | -39.5% | -3.8% | -35.7% | -39.4% |
| 6M | -62.0% | -3.4% | -58.5% | -62.0% |
| YTD | -7.8% | -10.6% | +2.8% | -7.3% |
| 1Y | +26.7% | -4.4% | +31.1% | +26.3% |
| 3Y | +825.4% | -24.4% | +849.7% | +839.9% |
| 5Y | +401.2% | +2.1% | +399.2% | +380.3% |
| All | +2,022.9% | -49.3% | +2,072.2% | +2,518.7% |
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