+13.5%
D vs TAP
+1.8%
+11.7%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.3% | -0.3% |
| 7D | -2.4% | -8.0% | +5.6% | -0.2% |
| 30D | +9.0% | +4.1% | +4.9% | +7.8% |
| 3M | +1.0% | -4.4% | +5.3% | +1.9% |
| 6M | +11.0% | -1.9% | +12.9% | +11.0% |
| YTD | +19.8% | -12.1% | +31.8% | +22.7% |
| 1Y | +16.0% | -12.0% | +28.0% | +18.7% |
| 3Y | +74.4% | -25.0% | +99.4% | +85.8% |
| 5Y | +13.5% | -1.1% | +14.6% | +14.9% |
| All | +13.5% | +1.8% | +11.7% | +14.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling