+18.8%
CTVA vs TAP
-18.4%
+37.2%
-17.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.3% |
| 7D | -4.7% | -5.3% | +0.6% | -4.2% |
| 30D | +11.1% | -7.4% | +18.5% | +11.8% |
| 3M | +13.7% | -4.9% | +18.6% | +14.0% |
| 6M | +11.2% | -14.2% | +25.4% | +12.1% |
| YTD | +26.9% | -14.8% | +41.7% | +27.4% |
| 1Y | +18.8% | -18.1% | +36.9% | +18.5% |
| All | +18.8% | -18.4% | +37.2% | +18.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling