+79.8%
F vs TAP
-49.3%
+129.1%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.5% | +3.8% | +1.2% |
| 7D | +1.6% | +0.5% | +1.0% | +1.2% |
| 30D | +2.6% | +9.1% | -6.5% | -1.5% |
| 3M | -8.8% | -3.8% | -5.0% | -7.7% |
| 6M | +4.6% | -3.4% | +8.1% | +5.1% |
| YTD | -1.9% | -10.6% | +8.7% | +1.1% |
| 1Y | -0.8% | -4.4% | +3.6% | -1.0% |
| 3Y | +43.5% | -24.4% | +67.8% | +56.4% |
| 5Y | -12.1% | +2.1% | -14.1% | -18.7% |
| All | +79.8% | -49.3% | +129.1% | +64.1% |
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