+60.4%
D vs TAP
-28.0%
+88.4%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.2% | -1.2% | -1.4% |
| 7D | +0.4% | -2.3% | +2.8% | +1.1% |
| 30D | -3.6% | -2.1% | -1.4% | -3.1% |
| 3M | -1.0% | +6.6% | -7.6% | -3.3% |
| 6M | +6.3% | -11.5% | +17.8% | +9.6% |
| YTD | +14.7% | -10.3% | +25.0% | +17.3% |
| 1Y | +16.9% | -14.4% | +31.3% | +21.3% |
| All | +60.4% | -28.0% | +88.4% | +73.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling