+95.7%
COST vs TAP
-24.3%
+120.0%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.7% | +2.7% | +2.1% |
| 7D | +3.9% | -8.0% | +11.9% | +5.0% |
| 30D | +13.5% | +4.1% | +9.5% | +13.0% |
| 3M | +15.3% | -4.4% | +19.7% | +15.9% |
| 6M | +9.2% | -1.9% | +11.1% | +9.3% |
| YTD | +26.9% | -12.1% | +38.9% | +28.0% |
| 1Y | +19.7% | -12.0% | +31.8% | +20.8% |
| All | +95.7% | -24.3% | +120.0% | +91.3% |
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