+700.5%
AU vs TAP
-0.5%
+701.0%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.9% | +1.6% | +0.8% |
| 7D | +0.6% | -5.1% | +5.7% | +1.6% |
| 30D | +12.3% | -8.4% | +20.7% | +14.0% |
| 3M | +29.4% | -3.9% | +33.3% | +29.8% |
| 6M | +3.2% | -14.4% | +17.6% | +5.9% |
| YTD | +31.8% | -14.7% | +46.5% | +35.1% |
| 1Y | +83.4% | -18.7% | +102.1% | +89.5% |
| 3Y | +623.1% | -32.6% | +655.7% | +677.0% |
| 5Y | +700.5% | -1.4% | +701.9% | +741.6% |
| All | +700.5% | -0.5% | +701.0% | +741.6% |
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