+120.4%
AS vs TAP
-27.5%
+147.9%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.2% | +3.8% | +3.6% |
| 7D | -4.9% | -2.3% | -2.6% | -4.5% |
| 30D | -19.6% | -2.1% | -17.5% | -19.3% |
| 3M | -14.4% | +6.6% | -21.0% | -15.4% |
| 6M | -20.1% | -11.5% | -8.6% | -18.7% |
| YTD | -20.9% | -10.3% | -10.7% | -20.3% |
| 1Y | -21.9% | -14.4% | -7.5% | -20.5% |
| All | +120.4% | -27.5% | +147.9% | +151.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling