+1,163.5%
C vs TAP
+825.0%
+338.5%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.3% |
| 7D | +3.6% | -2.3% | +5.9% | +4.3% |
| 30D | +0.1% | -2.1% | +2.2% | +0.5% |
| 3M | +2.4% | +6.6% | -4.2% | -0.1% |
| 6M | +24.9% | -11.5% | +36.4% | +28.4% |
| YTD | +19.8% | -10.3% | +30.1% | +21.8% |
| 1Y | +44.9% | -14.4% | +59.3% | +48.8% |
| 3Y | +263.0% | -28.3% | +291.3% | +288.5% |
| 5Y | +129.5% | +1.7% | +127.8% | +117.8% |
| 10Y | +291.6% | -49.2% | +340.8% | +337.5% |
| All | +1,163.5% | +825.0% | +338.5% | +625.9% |
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