+2,351.9%
D vs TAP
+806.5%
+1,545.4%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.3% | -0.3% |
| 7D | -2.4% | -8.0% | +5.6% | -1.1% |
| 30D | +9.0% | +4.1% | +4.9% | +8.2% |
| 3M | +1.0% | -4.4% | +5.3% | +1.5% |
| 6M | +11.0% | -1.9% | +12.9% | +11.0% |
| YTD | +19.8% | -12.1% | +31.8% | +21.7% |
| 1Y | +16.0% | -12.0% | +28.0% | +17.8% |
| 3Y | +74.4% | -25.0% | +99.4% | +80.9% |
| 5Y | +13.5% | -1.1% | +14.6% | +12.1% |
| 10Y | +48.4% | -47.6% | +96.0% | +55.4% |
| All | +2,351.9% | +806.5% | +1,545.4% | +1,825.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling