+206.6%
C vs TAP
-20.1%
+226.6%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -2.1% | -2.9% | -4.9% |
| 7D | -5.3% | +7.7% | -13.0% | -5.9% |
| 30D | -7.3% | +14.4% | -21.7% | -8.5% |
| 3M | -13.5% | +2.0% | -15.5% | -13.6% |
| 6M | -6.5% | +2.5% | -9.0% | -6.8% |
| YTD | +3.6% | -6.4% | +10.0% | +3.6% |
| 1Y | +18.9% | -2.3% | +21.2% | +17.3% |
| All | +206.6% | -20.1% | +226.6% | +210.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling