+157.6%
B vs TAP
+2.2%
+155.5%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.2% | -2.0% | -2.2% |
| 7D | -1.6% | -2.3% | +0.7% | -1.3% |
| 30D | +9.4% | -2.1% | +11.6% | +9.7% |
| 3M | +5.0% | +6.6% | -1.6% | +3.9% |
| 6M | -3.5% | -11.5% | +7.9% | -2.1% |
| YTD | +4.5% | -10.3% | +14.7% | +5.6% |
| 1Y | +67.8% | -14.4% | +82.2% | +70.7% |
| 3Y | +196.7% | -28.3% | +225.0% | +210.1% |
| All | +157.6% | +2.2% | +155.5% | +158.8% |
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 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