+47.0%
DD vs TAP
-27.5%
+74.5%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.5% | +0.4% |
| 7D | -3.5% | -2.3% | -1.2% | -3.0% |
| 30D | -10.3% | -2.1% | -8.2% | -9.9% |
| 3M | -7.5% | +6.6% | -14.2% | -9.5% |
| 6M | -8.0% | -11.5% | +3.5% | -5.2% |
| YTD | +10.5% | -10.3% | +20.7% | +12.9% |
| 1Y | +38.3% | -14.4% | +52.7% | +43.1% |
| All | +47.0% | -27.5% | +74.5% | +59.2% |
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