+238.9%
CRM vs TAP
-49.9%
+288.8%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.3% | +0.7% | +1.7% |
| 7D | -4.4% | -3.9% | -0.6% | -3.6% |
| 30D | +28.1% | -5.3% | +33.4% | +29.6% |
| 3M | +48.8% | -3.8% | +52.6% | +50.1% |
| 6M | +28.3% | -11.4% | +39.6% | +31.2% |
| YTD | -6.0% | -13.7% | +7.7% | -3.7% |
| 1Y | +1.4% | -17.2% | +18.6% | +4.7% |
| 3Y | +11.8% | -33.1% | +44.9% | +19.8% |
| 5Y | -2.0% | +0.8% | -2.8% | -5.2% |
| All | +238.9% | -49.9% | +288.8% | +281.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling