-25.6%
COMP vs TAP
+6.9%
-32.5%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | -2.1% | -6.1% | -7.2% |
| 7D | -1.8% | +7.7% | -9.5% | -4.8% |
| 30D | -0.8% | +14.4% | -15.2% | -6.4% |
| 3M | -28.1% | +2.0% | -30.2% | -28.8% |
| 6M | +27.0% | +2.5% | +24.5% | +25.1% |
| YTD | -12.8% | -6.4% | -6.3% | -11.9% |
| 1Y | +4.9% | -2.3% | +7.2% | +3.4% |
| 3Y | +321.0% | -20.3% | +341.3% | +344.6% |
| 5Y | -25.6% | +6.9% | -32.5% | -29.6% |
| All | -25.6% | +6.9% | -32.5% | -29.6% |
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