-97.9%
CAPR vs TAP
+60.7%
-158.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.5% | +1.3% |
| 7D | -2.0% | -2.3% | +0.3% | -1.6% |
| 30D | +139.2% | -2.1% | +141.3% | +139.8% |
| 3M | -66.4% | +6.6% | -73.0% | -66.9% |
| 6M | -63.1% | -11.5% | -51.6% | -62.4% |
| YTD | -67.4% | -10.3% | -57.2% | -67.0% |
| 1Y | +58.2% | -14.4% | +72.6% | +61.6% |
| 3Y | +42.2% | -28.3% | +70.5% | +49.4% |
| 5Y | +87.3% | +1.7% | +85.5% | +79.4% |
| 10Y | -75.3% | -49.2% | -26.0% | -75.0% |
| All | -97.9% | +60.7% | -158.6% | -97.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling