+24.0%
B vs TAP
-10.2%
+34.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.2% | +5.4% | +4.2% |
| 7D | +11.3% | -7.8% | +19.1% | +11.0% |
| 30D | +2.9% | +7.1% | -4.2% | +3.6% |
| 3M | -2.9% | -7.0% | +4.2% | -3.0% |
| 6M | -1.2% | -3.8% | +2.6% | -0.3% |
| YTD | -1.3% | -11.7% | +10.4% | +0.2% |
| All | +24.0% | -10.2% | +34.2% | +25.8% |
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