+54.5%
AR vs TAP
-48.8%
+103.4%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.9% | +5.2% | +4.7% |
| 7D | -5.8% | -4.5% | -1.2% | -3.9% |
| 30D | +4.8% | +7.5% | -2.7% | +0.7% |
| 3M | +1.5% | -4.9% | +6.4% | +2.9% |
| 6M | +4.7% | -3.5% | +8.2% | +4.6% |
| YTD | +9.2% | -11.4% | +20.6% | +12.3% |
| 1Y | +11.2% | -10.8% | +22.0% | +13.6% |
| 3Y | +46.2% | -24.5% | +70.7% | +55.6% |
| 5Y | +98.1% | +2.5% | +95.6% | +65.9% |
| 10Y | +54.5% | -47.6% | +102.1% | +40.2% |
| All | +54.5% | -48.8% | +103.4% | +40.2% |
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 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