-17.2%
F vs TAP
+0.6%
-17.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.2% | -3.2% | -1.1% |
| 7D | -3.1% | +1.3% | -4.4% | -3.6% |
| 30D | 0.0% | +5.7% | -5.7% | -2.3% |
| 3M | -13.2% | -1.9% | -11.3% | -12.9% |
| 6M | -10.2% | +0.9% | -11.1% | -11.3% |
| YTD | -4.9% | -9.5% | +4.6% | -2.7% |
| 1Y | -6.1% | -9.0% | +2.9% | -4.3% |
| 3Y | +46.0% | -22.2% | +68.2% | +56.9% |
| All | -17.2% | +0.6% | -17.9% | -28.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling