+672.3%
AU vs TAP
-49.9%
+722.2%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.3% | -0.8% | +0.3% |
| 7D | -4.3% | -3.9% | -0.4% | -3.7% |
| 30D | +7.3% | -5.3% | +12.6% | +8.2% |
| 3M | +26.3% | -3.8% | +30.1% | +26.8% |
| 6M | +1.8% | -11.4% | +13.1% | +3.4% |
| YTD | +26.8% | -13.7% | +40.6% | +29.2% |
| 1Y | +66.7% | -17.2% | +83.9% | +70.7% |
| 3Y | +579.1% | -33.1% | +612.1% | +616.9% |
| 5Y | +689.3% | +0.8% | +688.5% | +680.0% |
| All | +672.3% | -49.9% | +722.2% | +808.1% |
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