+714.7%
B vs TAP
+864.5%
-149.9%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.1% | +2.6% | +0.6% |
| 7D | +4.3% | +7.7% | -3.4% | +3.9% |
| 30D | -0.9% | +14.4% | -15.3% | -1.7% |
| 3M | -1.4% | +2.0% | -3.4% | -1.5% |
| 6M | +5.0% | +2.5% | +2.6% | +4.7% |
| YTD | -5.8% | -6.4% | +0.6% | -5.7% |
| 1Y | +25.6% | -2.3% | +27.9% | +25.4% |
| 3Y | +161.6% | -20.3% | +181.9% | +163.7% |
| 5Y | +135.2% | +6.9% | +128.3% | +133.1% |
| 10Y | +170.7% | -46.3% | +217.1% | +174.1% |
| All | +714.7% | +864.5% | -149.9% | +883.6% |
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 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