-24.2%
AR vs TAP
+11.5%
-35.7%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.6% |
| 7D | +2.5% | -2.3% | +4.8% | +3.4% |
| 30D | +14.8% | -2.1% | +16.9% | +15.6% |
| 3M | +6.2% | +6.6% | -0.4% | +2.7% |
| 6M | +4.3% | -11.5% | +15.8% | +8.5% |
| YTD | +14.4% | -10.3% | +24.6% | +17.5% |
| 1Y | +21.3% | -14.4% | +35.7% | +26.6% |
| 3Y | +39.8% | -28.3% | +68.1% | +52.7% |
| 5Y | +142.1% | +1.7% | +140.4% | +114.3% |
| 10Y | +52.0% | -49.2% | +101.3% | +50.9% |
| All | -24.2% | +11.5% | -35.7% | -35.8% |
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 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