+992.7%
C vs TAP
+864.5%
+128.2%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -2.1% | -2.9% | -4.4% |
| 7D | -5.3% | +7.7% | -13.0% | -7.4% |
| 30D | -7.3% | +14.4% | -21.7% | -11.2% |
| 3M | -13.5% | +2.0% | -15.5% | -14.4% |
| 6M | -6.5% | +2.5% | -9.0% | -8.1% |
| YTD | +3.6% | -6.4% | +10.0% | +3.7% |
| 1Y | +18.9% | -2.3% | +21.2% | +17.1% |
| 3Y | +205.0% | -20.3% | +225.3% | +215.5% |
| 5Y | +109.4% | +6.9% | +102.5% | +95.2% |
| 10Y | +232.9% | -46.3% | +279.2% | +264.9% |
| All | +992.7% | +864.5% | +128.2% | +517.9% |
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