+219.9%
CTVA vs TAP
-19.8%
+239.8%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.9% | -0.4% | -1.0% |
| 7D | -5.8% | -5.1% | -0.7% | -4.1% |
| 30D | +11.1% | -8.4% | +19.5% | +14.3% |
| 3M | +13.2% | -3.9% | +17.2% | +14.3% |
| 6M | +8.7% | -14.4% | +23.1% | +13.8% |
| YTD | +27.3% | -14.7% | +42.0% | +32.8% |
| 1Y | +18.0% | -18.7% | +36.7% | +24.8% |
| 3Y | +76.5% | -32.6% | +109.1% | +96.9% |
| 5Y | +105.1% | -1.4% | +106.5% | +88.5% |
| All | +219.9% | -19.8% | +239.8% | +203.1% |
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 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