+305.9%
CG vs TAP
-48.8%
+354.8%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.3% | -1.8% | -1.6% |
| 7D | +2.0% | -4.5% | +6.5% | +3.6% |
| 30D | +8.5% | +7.5% | +1.1% | +5.7% |
| 3M | -12.1% | -4.9% | -7.3% | -10.9% |
| 6M | -16.4% | -3.5% | -13.0% | -16.1% |
| YTD | -28.0% | -11.4% | -16.5% | -26.0% |
| 1Y | -18.9% | -10.8% | -8.1% | -17.1% |
| 3Y | +51.2% | -24.5% | +75.7% | +61.6% |
| 5Y | -15.9% | +2.5% | -18.3% | -21.6% |
| 10Y | +305.9% | -47.6% | +353.5% | +297.2% |
| All | +305.9% | -48.8% | +354.8% | +297.2% |
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