+5.4%
B vs TAP
-7.2%
+12.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.2% | -3.9% | -0.6% |
| 7D | -7.3% | +1.3% | -8.6% | -7.3% |
| 30D | -3.3% | +5.7% | -9.1% | -2.9% |
| 3M | -7.8% | -1.9% | -5.9% | -7.5% |
| 6M | -15.5% | +0.9% | -16.5% | -14.7% |
| YTD | -12.3% | -9.5% | -2.7% | -11.1% |
| 1Y | +5.4% | -9.0% | +14.3% | +6.6% |
| All | +5.4% | -7.2% | +12.6% | +6.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling