+208.8%
C vs TAP
-48.8%
+257.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | +0.1% |
| 7D | -0.4% | -4.5% | +4.2% | +1.5% |
| 30D | -5.2% | +7.5% | -12.6% | -8.5% |
| 3M | -9.1% | -4.9% | -4.2% | -7.9% |
| 6M | -1.6% | -3.5% | +1.9% | -1.7% |
| YTD | +6.9% | -11.4% | +18.4% | +9.3% |
| 1Y | +23.0% | -10.8% | +33.8% | +24.8% |
| 3Y | +216.1% | -24.5% | +240.6% | +238.4% |
| 5Y | +112.2% | +2.5% | +109.8% | +84.2% |
| 10Y | +208.8% | -47.6% | +256.4% | +170.0% |
| All | +208.8% | -48.8% | +257.6% | +170.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling