-30.6%
AR vs TAP
+11.1%
-41.7%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.5% | +3.7% | +1.0% |
| 7D | -14.3% | +0.5% | -14.8% | -14.8% |
| 30D | +1.4% | +9.1% | -7.7% | -2.8% |
| 3M | +3.4% | -3.8% | +7.2% | +4.1% |
| 6M | -2.1% | -3.4% | +1.4% | -2.1% |
| YTD | +4.7% | -10.6% | +15.3% | +7.1% |
| 1Y | +10.6% | -4.4% | +15.0% | +9.5% |
| 3Y | +24.6% | -24.4% | +49.0% | +32.1% |
| 5Y | +71.9% | +2.1% | +69.8% | +50.3% |
| 10Y | +46.4% | -48.7% | +95.1% | +44.1% |
| All | -30.6% | +11.1% | -41.7% | -41.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling