+803.7%
B vs TAP
+825.0%
-21.3%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.2% | -2.0% | -2.2% |
| 7D | -1.6% | -2.3% | +0.7% | -1.5% |
| 30D | +9.4% | -2.1% | +11.6% | +9.6% |
| 3M | +5.0% | +6.6% | -1.6% | +4.5% |
| 6M | -3.5% | -11.5% | +7.9% | -3.0% |
| YTD | +4.5% | -10.3% | +14.7% | +4.9% |
| 1Y | +67.8% | -14.4% | +82.2% | +68.8% |
| 3Y | +196.7% | -28.3% | +225.0% | +201.0% |
| 5Y | +151.9% | +1.7% | +150.2% | +150.4% |
| 10Y | +202.2% | -49.2% | +251.4% | +206.9% |
| All | +803.7% | +825.0% | -21.3% | +994.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling