+222.7%
B vs TAP
-47.8%
+270.6%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -0.9% | -1.5% |
| 7D | -2.7% | -8.0% | +5.3% | -1.8% |
| 30D | -4.3% | +4.1% | -8.4% | -4.8% |
| 3M | -2.3% | -4.4% | +2.1% | -1.9% |
| 6M | -16.2% | -1.9% | -14.3% | -16.3% |
| YTD | -8.8% | -12.1% | +3.2% | -7.9% |
| 1Y | +11.4% | -12.0% | +23.4% | +12.4% |
| 3Y | +174.3% | -25.0% | +199.3% | +181.1% |
| 5Y | +116.2% | -1.1% | +117.3% | +114.4% |
| 10Y | +222.7% | -47.6% | +270.4% | +272.4% |
| All | +222.7% | -47.8% | +270.6% | +272.4% |
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