+67.2%
F vs TAP
-47.7%
+114.9%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.3% | -2.5% | -2.7% |
| 7D | -3.9% | -6.3% | +2.4% | -1.2% |
| 30D | -0.5% | +2.7% | -3.2% | -1.9% |
| 3M | -12.9% | -3.7% | -9.2% | -11.8% |
| 6M | +1.5% | -2.0% | +3.6% | +1.3% |
| YTD | -5.0% | -12.3% | +7.3% | -1.3% |
| 1Y | -7.3% | -10.1% | +2.7% | -5.0% |
| 3Y | +45.3% | -25.3% | +70.5% | +59.1% |
| 5Y | -15.8% | -1.9% | -13.8% | -20.8% |
| All | +67.2% | -47.7% | +114.9% | +62.2% |
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