-29.9%
COMP vs TAP
+2.2%
-32.1%
-88.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.6% |
| 7D | +1.4% | -2.3% | +3.7% | +2.4% |
| 30D | -13.3% | -2.1% | -11.2% | -12.6% |
| 3M | +41.1% | +6.6% | +34.5% | +36.7% |
| 6M | +17.2% | -11.5% | +28.7% | +22.5% |
| YTD | +5.2% | -10.3% | +15.5% | +8.1% |
| 1Y | +18.9% | -14.4% | +33.3% | +24.6% |
| 3Y | +215.9% | -28.3% | +244.2% | +249.4% |
| All | -29.9% | +2.2% | -32.1% | -32.0% |
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 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