+252.4%
APP vs TAP
+1.8%
+250.6%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.7% | +3.1% | +2.4% |
| 7D | +48.9% | -8.0% | +56.9% | +49.6% |
| 30D | +49.4% | +4.1% | +45.4% | +48.3% |
| 3M | +27.0% | -4.4% | +31.4% | +27.0% |
| 6M | -15.4% | -1.9% | -13.4% | -15.7% |
| YTD | -39.9% | -12.1% | -27.9% | -40.0% |
| 1Y | -32.0% | -12.0% | -19.9% | -32.1% |
| 3Y | +824.3% | -25.0% | +849.4% | +841.6% |
| 5Y | +252.4% | -1.1% | +253.5% | +240.2% |
| All | +252.4% | +1.8% | +250.6% | +240.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling