+98.2%
DD vs TAP
-46.0%
+144.2%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.2% | -3.8% | -1.8% |
| 7D | +5.0% | +1.3% | +3.7% | +4.4% |
| 30D | +19.7% | +5.7% | +14.0% | +16.4% |
| 3M | +7.2% | -1.9% | +9.1% | +7.1% |
| 6M | +1.0% | +0.9% | +0.1% | -0.9% |
| YTD | +29.1% | -9.5% | +38.6% | +31.6% |
| 1Y | +28.5% | -9.0% | +37.4% | +30.5% |
| 3Y | +89.4% | -22.2% | +111.7% | +101.8% |
| 5Y | +67.1% | +1.2% | +65.9% | +53.4% |
| All | +98.2% | -46.0% | +144.2% | +91.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling