-1.5%
AS vs TAP
-7.2%
+5.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.2% | -4.1% | -1.4% |
| 7D | -4.9% | +1.3% | -6.1% | -5.1% |
| 30D | +3.9% | +5.7% | -1.8% | +3.0% |
| 3M | -9.6% | -1.9% | -7.7% | -9.4% |
| 6M | -8.7% | +0.9% | -9.6% | -8.9% |
| YTD | -19.8% | -9.5% | -10.3% | -22.0% |
| 1Y | -1.5% | -9.0% | +7.4% | -4.3% |
| All | -1.5% | -7.2% | +5.7% | -4.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling