+19.2%
D vs TAP
-19.0%
+38.1%
-9.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.1% | +4.7% | +1.1% |
| 7D | +0.8% | -2.3% | +3.1% | +1.0% |
| 30D | -0.7% | -9.4% | +8.7% | +0.6% |
| 3M | +2.1% | -0.8% | +2.9% | +1.8% |
| 6M | +6.8% | -14.7% | +21.6% | +8.6% |
| YTD | +16.5% | -13.9% | +30.5% | +18.1% |
| 1Y | +19.2% | -18.6% | +37.8% | +20.4% |
| All | +19.2% | -19.0% | +38.1% | +20.4% |
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