+95.1%
F vs TAP
-50.2%
+145.3%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.2% | +1.6% | +1.5% |
| 7D | +5.3% | -2.3% | +7.6% | +6.3% |
| 30D | +4.6% | -2.1% | +6.7% | +5.4% |
| 3M | -3.7% | +6.6% | -10.3% | -6.8% |
| 6M | +16.8% | -11.5% | +28.3% | +21.9% |
| YTD | +15.3% | -10.3% | +25.6% | +18.9% |
| 1Y | +31.0% | -14.4% | +45.4% | +37.5% |
| 3Y | +45.4% | -28.3% | +73.7% | +62.7% |
| 5Y | +54.7% | +1.7% | +53.0% | +43.6% |
| All | +95.1% | -50.2% | +145.3% | +89.5% |
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