-54.2%
COMP vs TAP
-1.9%
-52.3%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | -2.1% | -6.1% | -7.3% |
| 7D | -1.8% | +7.7% | -9.5% | -4.6% |
| 30D | -0.8% | +14.4% | -15.2% | -5.8% |
| 3M | -28.1% | +2.0% | -30.2% | -28.7% |
| 6M | +27.0% | +2.5% | +24.5% | +25.3% |
| YTD | -12.8% | -6.4% | -6.3% | -11.9% |
| 1Y | +4.9% | -2.3% | +7.2% | +3.7% |
| 3Y | +321.0% | -20.3% | +341.3% | +343.4% |
| 5Y | -25.6% | +6.9% | -32.5% | -27.7% |
| All | -54.2% | -1.9% | -52.3% | -55.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling