+34.7%
D vs TAP
-50.2%
+84.9%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.3% | -0.4% |
| 7D | +1.5% | -2.3% | +3.8% | +2.1% |
| 30D | -2.6% | -2.1% | -0.4% | -2.1% |
| 3M | 0.0% | +6.6% | -6.6% | -2.3% |
| 6M | +7.4% | -11.5% | +18.8% | +10.6% |
| YTD | +15.9% | -10.3% | +26.1% | +18.5% |
| 1Y | +18.1% | -14.4% | +32.5% | +22.2% |
| 3Y | +58.4% | -28.3% | +86.7% | +71.3% |
| 5Y | +5.2% | +1.7% | +3.5% | +0.7% |
| All | +34.7% | -50.2% | +84.9% | +42.0% |
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