+208.6%
B vs TAP
-48.8%
+257.5%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +0.3% | -6.4% | -6.1% |
| 7D | +7.1% | -4.5% | +11.6% | +7.7% |
| 30D | -3.3% | +7.5% | -10.8% | -4.2% |
| 3M | -2.5% | -4.9% | +2.3% | -2.1% |
| 6M | -7.2% | -3.5% | -3.7% | -7.1% |
| YTD | -7.4% | -11.4% | +4.1% | -6.5% |
| 1Y | +16.4% | -10.8% | +27.2% | +17.3% |
| 3Y | +178.7% | -24.5% | +203.2% | +185.4% |
| 5Y | +121.7% | +2.5% | +119.2% | +119.0% |
| 10Y | +208.6% | -47.6% | +256.2% | +258.9% |
| All | +208.6% | -48.8% | +257.5% | +258.9% |
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