+207.0%
C vs TAP
-46.0%
+253.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.2% | -3.3% | -1.4% |
| 7D | +4.2% | +1.3% | +2.9% | +3.6% |
| 30D | +2.0% | +5.7% | -3.7% | -0.9% |
| 3M | -10.1% | -1.9% | -8.2% | -10.2% |
| 6M | +1.0% | +0.9% | 0.0% | -1.1% |
| YTD | +8.5% | -9.5% | +18.0% | +9.8% |
| 1Y | +25.7% | -9.0% | +34.7% | +26.6% |
| 3Y | +216.0% | -22.2% | +238.2% | +233.7% |
| 5Y | +112.3% | +1.2% | +111.1% | +86.1% |
| All | +207.0% | -46.0% | +253.0% | +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