+48.0%
CAPR vs TAP
-15.5%
+63.5%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.5% | +1.2% |
| 7D | -2.0% | -2.3% | +0.3% | -2.5% |
| 30D | +139.2% | -2.1% | +141.3% | +137.7% |
| 3M | -66.4% | +6.6% | -73.0% | -65.1% |
| 6M | -63.1% | -11.5% | -51.6% | -64.4% |
| YTD | -67.4% | -10.3% | -57.2% | -67.5% |
| All | +48.0% | -15.5% | +63.5% | +67.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling