+23.7%
EXC vs TAP
-28.0%
+51.7%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.2% | -0.9% | -1.0% |
| 7D | +0.3% | -2.3% | +2.6% | +0.8% |
| 30D | -3.7% | -2.1% | -1.6% | -3.4% |
| 3M | -1.3% | +6.6% | -7.9% | -2.7% |
| 6M | -9.7% | -11.5% | +1.8% | -7.7% |
| YTD | +2.9% | -10.3% | +13.2% | +4.6% |
| 1Y | +4.4% | -14.4% | +18.8% | +7.3% |
| All | +23.7% | -28.0% | +51.7% | +31.0% |
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