+879.4%
ALM vs TAP
-22.2%
+901.6%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +3.2% | +4.5% | +8.4% |
| 7D | +1.2% | +1.3% | 0.0% | +1.5% |
| 30D | -19.3% | +5.7% | -25.1% | -18.1% |
| 3M | -40.6% | -1.9% | -38.7% | -40.4% |
| 6M | -57.9% | +0.9% | -58.9% | -57.2% |
| YTD | -6.7% | -9.5% | +2.8% | -6.0% |
| 1Y | +20.2% | -9.0% | +29.1% | +21.2% |
| 3Y | +879.4% | -22.2% | +901.7% | +829.1% |
| All | +879.4% | -22.2% | +901.6% | +829.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling