+216.8%
CAPR vs TAP
-23.3%
+240.0%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | +0.3% | -10.3% | -10.0% |
| 7D | +7.6% | -4.5% | +12.2% | +8.3% |
| 30D | +13.3% | +7.5% | +5.8% | +12.4% |
| 3M | +130.4% | -4.9% | +135.3% | +130.6% |
| 6M | -70.8% | -3.5% | -67.3% | -70.6% |
| YTD | -69.3% | -11.4% | -57.9% | -69.0% |
| 1Y | +59.5% | -10.8% | +70.3% | +60.6% |
| 3Y | +216.8% | -24.5% | +241.3% | +224.7% |
| All | +216.8% | -23.3% | +240.0% | +224.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling