+341.4%
CG vs TAP
-52.1%
+393.4%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.1% | +1.9% | -0.7% |
| 7D | -1.3% | -2.3% | +1.0% | -0.5% |
| 30D | -3.2% | -9.4% | +6.2% | +0.1% |
| 3M | +6.2% | -0.8% | +7.0% | +6.0% |
| 6M | -4.7% | -14.7% | +10.1% | 0.0% |
| YTD | -20.6% | -13.9% | -6.7% | -17.5% |
| 1Y | -26.4% | -18.6% | -7.7% | -22.2% |
| 3Y | +55.4% | -32.0% | +87.4% | +72.9% |
| 5Y | +9.8% | -1.0% | +10.8% | +3.7% |
| 10Y | +341.4% | -51.4% | +392.7% | +348.4% |
| All | +341.4% | -52.1% | +393.4% | +348.4% |
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