+15.9%
D vs TAP
-7.2%
+23.1%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.2% | -3.0% | -0.5% |
| 7D | -1.4% | +1.3% | -2.6% | -1.6% |
| 30D | +7.7% | +5.7% | +2.0% | +6.7% |
| 3M | -0.3% | -1.9% | +1.6% | -0.3% |
| 6M | +10.1% | +0.9% | +9.1% | +9.2% |
| YTD | +19.1% | -9.5% | +28.6% | +18.7% |
| 1Y | +15.9% | -9.0% | +24.9% | +15.9% |
| All | +15.9% | -7.2% | +23.1% | +15.9% |
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