+503.8%
APP vs TAP
-8.2%
+512.0%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.3% | -2.4% | -2.7% |
| 7D | +10.6% | -6.3% | +16.9% | +10.9% |
| 30D | +44.6% | +2.7% | +41.9% | +43.7% |
| 3M | +29.6% | -3.7% | +33.3% | +29.5% |
| 6M | -19.8% | -2.0% | -17.7% | -20.1% |
| YTD | -41.6% | -12.3% | -29.2% | -41.6% |
| 1Y | -32.7% | -10.1% | -22.6% | -33.2% |
| 3Y | +799.0% | -25.3% | +824.3% | +816.1% |
| 5Y | +250.4% | -1.9% | +252.3% | +240.2% |
| All | +503.8% | -8.2% | +512.0% | +489.3% |
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