+313.2%
APP vs TAP
+2.6%
+310.5%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.3% | -3.9% | -3.6% |
| 7D | +61.1% | -4.5% | +65.6% | +61.4% |
| 30D | +42.8% | +7.5% | +35.3% | +41.1% |
| 3M | +16.7% | -4.9% | +21.5% | +16.8% |
| 6M | -15.6% | -3.5% | -12.1% | -15.7% |
| YTD | -41.3% | -11.4% | -29.9% | -41.3% |
| 1Y | -39.3% | -10.8% | -28.5% | -39.6% |
| 3Y | +803.2% | -24.5% | +827.7% | +821.6% |
| 5Y | +313.2% | +2.5% | +310.7% | +276.8% |
| All | +313.2% | +2.6% | +310.5% | +276.8% |
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