+196.0%
CAPR vs TAP
-1.4%
+197.4%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -0.3% | -8.4% | -8.7% |
| 7D | +19.1% | -6.3% | +25.4% | +19.8% |
| 30D | +48.8% | +2.7% | +46.1% | +48.4% |
| 3M | +144.4% | -3.7% | +148.1% | +144.6% |
| 6M | -67.5% | -2.0% | -65.5% | -67.5% |
| YTD | -64.5% | -12.3% | -52.2% | -64.3% |
| 1Y | +74.4% | -10.1% | +84.5% | +74.9% |
| 3Y | +265.7% | -25.3% | +291.0% | +276.2% |
| 5Y | +196.0% | -1.9% | +197.9% | +201.0% |
| All | +196.0% | -1.4% | +197.4% | +201.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling