+998.2%
C vs TAP
+821.1%
+177.1%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.5% | +5.0% | +1.8% |
| 7D | -2.4% | +0.5% | -2.9% | -2.7% |
| 30D | -6.0% | +9.1% | -15.1% | -8.7% |
| 3M | -10.5% | -3.8% | -6.8% | -10.0% |
| 6M | -5.7% | -3.4% | -2.3% | -5.7% |
| YTD | +4.1% | -10.6% | +14.8% | +5.6% |
| 1Y | +20.5% | -4.4% | +24.9% | +19.4% |
| 3Y | +208.1% | -24.4% | +232.5% | +223.6% |
| 5Y | +110.4% | +2.1% | +108.3% | +98.8% |
| 10Y | +234.6% | -48.7% | +283.3% | +271.6% |
| All | +998.2% | +821.1% | +177.1% | +529.2% |
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