+528.8%
APP vs TAP
-7.5%
+536.4%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -1.2% | +6.0% | +4.9% |
| 7D | +79.2% | -7.8% | +87.0% | +79.9% |
| 30D | +48.0% | +7.1% | +40.9% | +46.5% |
| 3M | +18.2% | -7.0% | +25.3% | +18.6% |
| 6M | -12.5% | -3.8% | -8.7% | -12.6% |
| YTD | -39.2% | -11.7% | -27.5% | -39.2% |
| 1Y | -33.9% | -10.1% | -23.8% | -34.3% |
| 3Y | +933.3% | -23.7% | +957.0% | +949.8% |
| 5Y | +295.9% | +2.9% | +293.0% | +283.3% |
| All | +528.8% | -7.5% | +536.4% | +513.5% |
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 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