+3,798.4%
ALM vs TAP
+12.0%
+3,786.5%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | -1.2% | +9.3% | +8.2% |
| 7D | +0.7% | -7.8% | +8.6% | +1.7% |
| 30D | -26.1% | +7.1% | -33.2% | -26.9% |
| 3M | -38.1% | -7.0% | -31.1% | -37.7% |
| 6M | -55.4% | -3.8% | -51.6% | -55.5% |
| YTD | -0.4% | -11.7% | +11.3% | +0.4% |
| 1Y | +25.4% | -10.1% | +35.5% | +25.9% |
| 3Y | +907.8% | -23.7% | +931.5% | +924.6% |
| 5Y | +440.2% | +2.9% | +437.3% | +409.7% |
| 10Y | +2,031.1% | -49.5% | +2,080.6% | +2,256.8% |
| All | +3,798.4% | +12.0% | +3,786.5% | +842.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling