-66.2%
CAPR vs TAP
-49.3%
-16.9%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -4.5% | +9.2% | +5.8% |
| 7D | +41.1% | +0.5% | +40.5% | +40.8% |
| 30D | +11.1% | +9.1% | +2.0% | +8.6% |
| 3M | +115.3% | -3.8% | +119.1% | +116.8% |
| 6M | -73.8% | -3.4% | -70.4% | -73.7% |
| YTD | -68.8% | -10.6% | -58.2% | -68.3% |
| 1Y | +43.3% | -4.4% | +47.7% | +42.6% |
| 3Y | +214.7% | -24.4% | +239.1% | +231.8% |
| 5Y | +141.3% | +2.1% | +139.2% | +123.6% |
| All | -66.2% | -49.3% | -16.9% | -66.5% |
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 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