+11,743.1%
COST vs TAP
+825.0%
+10,918.1%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.9% | -1.0% |
| 7D | -3.1% | -2.3% | -0.8% | -2.8% |
| 30D | -2.8% | -2.1% | -0.6% | -2.5% |
| 3M | -5.7% | +6.6% | -12.3% | -6.8% |
| 6M | -8.8% | -11.5% | +2.7% | -7.2% |
| YTD | +6.7% | -10.3% | +16.9% | +8.1% |
| 1Y | -3.6% | -14.4% | +10.7% | -1.7% |
| 3Y | +75.1% | -28.3% | +103.4% | +82.0% |
| 5Y | +108.9% | +1.7% | +107.2% | +103.9% |
| 10Y | +586.2% | -49.2% | +635.4% | +623.4% |
| All | +11,743.1% | +825.0% | +10,918.1% | +7,736.2% |
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