-58.8%
CAPR vs TAP
-47.8%
-10.9%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +26.5% | -0.7% | +27.2% | +26.7% |
| 7D | +25.8% | -8.0% | +33.8% | +28.3% |
| 30D | +50.2% | +4.1% | +46.1% | +48.6% |
| 3M | +185.5% | -4.4% | +189.8% | +187.6% |
| 6M | -64.8% | -1.9% | -62.9% | -64.9% |
| YTD | -61.1% | -12.1% | -49.1% | -60.3% |
| 1Y | +81.0% | -12.0% | +93.0% | +84.6% |
| 3Y | +300.7% | -25.0% | +325.7% | +322.9% |
| 5Y | +223.3% | -1.1% | +224.4% | +202.6% |
| 10Y | -58.8% | -47.6% | -11.1% | -59.7% |
| All | -58.8% | -47.8% | -10.9% | -59.7% |
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