+151.5%
EXC vs TAP
-52.1%
+203.5%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.1% | +4.8% | +2.0% |
| 7D | +1.2% | -2.3% | +3.5% | +1.9% |
| 30D | -2.7% | -9.4% | +6.7% | +0.2% |
| 3M | -1.0% | -0.8% | -0.2% | -1.1% |
| 6M | -9.3% | -14.7% | +5.5% | -5.2% |
| YTD | +3.6% | -13.9% | +17.6% | +7.5% |
| 1Y | +5.9% | -18.6% | +24.5% | +11.5% |
| 3Y | +21.3% | -32.0% | +53.3% | +33.7% |
| 5Y | +46.2% | -1.0% | +47.2% | +37.6% |
| 10Y | +151.5% | -51.4% | +202.8% | +169.1% |
| All | +151.5% | -52.1% | +203.5% | +169.1% |
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