+45.7%
APA vs TAP
-24.6%
+70.3%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.3% | +2.3% | +2.0% |
| 7D | +9.6% | -6.3% | +15.9% | +10.8% |
| 30D | -0.2% | +2.7% | -2.9% | -1.3% |
| 3M | +19.8% | -3.7% | +23.6% | +20.0% |
| 6M | +30.1% | -2.0% | +32.1% | +29.4% |
| YTD | +100.4% | -12.3% | +112.8% | +104.7% |
| 1Y | +105.2% | -10.1% | +115.3% | +108.0% |
| All | +45.7% | -24.6% | +70.3% | +50.7% |
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 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