+2,271.9%
D vs TAP
+825.0%
+1,446.9%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.2% | -1.2% | -1.4% |
| 7D | +0.4% | -2.3% | +2.8% | +0.8% |
| 30D | -3.6% | -2.1% | -1.4% | -3.3% |
| 3M | -1.0% | +6.6% | -7.6% | -2.2% |
| 6M | +6.3% | -11.5% | +17.8% | +8.1% |
| YTD | +14.7% | -10.3% | +25.0% | +16.3% |
| 1Y | +16.9% | -14.4% | +31.3% | +19.2% |
| 3Y | +56.8% | -28.3% | +85.1% | +63.9% |
| 5Y | +5.2% | +1.7% | +3.5% | +3.3% |
| 10Y | +35.9% | -49.2% | +85.1% | +42.9% |
| All | +2,271.9% | +825.0% | +1,446.9% | +1,757.4% |
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 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