+1,111.5%
DD vs TAP
+810.2%
+301.3%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -1.2% | +7.1% | +6.2% |
| 7D | +9.8% | -7.8% | +17.6% | +11.8% |
| 30D | +19.3% | +7.1% | +12.2% | +17.0% |
| 3M | +9.4% | -7.0% | +16.4% | +10.8% |
| 6M | +4.8% | -3.8% | +8.6% | +4.9% |
| YTD | +30.2% | -11.7% | +41.9% | +32.7% |
| 1Y | +32.2% | -10.1% | +42.3% | +34.1% |
| 3Y | +93.1% | -23.7% | +116.8% | +102.3% |
| 5Y | +68.0% | +2.9% | +65.1% | +61.9% |
| 10Y | +98.5% | -49.5% | +148.0% | +116.8% |
| All | +1,111.5% | +810.2% | +301.3% | +768.6% |
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