+60.3%
CG vs TAP
-27.5%
+87.8%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.2% | -1.5% | -1.6% |
| 7D | -4.3% | -2.3% | -2.0% | -3.9% |
| 30D | -5.1% | -2.1% | -2.9% | -4.8% |
| 3M | +8.7% | +6.6% | +2.1% | +7.1% |
| 6M | -9.2% | -11.5% | +2.3% | -7.2% |
| YTD | -18.9% | -10.3% | -8.6% | -17.7% |
| 1Y | -25.6% | -14.4% | -11.2% | -23.7% |
| All | +60.3% | -27.5% | +87.8% | +68.0% |
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 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