+48.0%
AR vs TAP
-50.2%
+98.2%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.6% |
| 7D | +2.5% | -2.3% | +4.8% | +3.5% |
| 30D | +14.8% | -2.1% | +16.9% | +15.6% |
| 3M | +6.2% | +6.6% | -0.4% | +2.3% |
| 6M | +4.3% | -11.5% | +15.8% | +9.0% |
| YTD | +14.4% | -10.3% | +24.6% | +17.8% |
| 1Y | +21.3% | -14.4% | +35.7% | +27.1% |
| 3Y | +39.8% | -28.3% | +68.1% | +53.9% |
| 5Y | +142.1% | +1.7% | +140.4% | +106.9% |
| All | +48.0% | -50.2% | +98.2% | +40.1% |
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