+53.9%
F vs TAP
+2.2%
+51.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.2% | +1.6% | +1.5% |
| 7D | +5.3% | -2.3% | +7.6% | +6.2% |
| 30D | +4.6% | -2.1% | +6.7% | +5.3% |
| 3M | -3.7% | +6.6% | -10.3% | -6.5% |
| 6M | +16.8% | -11.5% | +28.3% | +21.7% |
| YTD | +15.3% | -10.3% | +25.6% | +18.7% |
| 1Y | +31.0% | -14.4% | +45.4% | +37.2% |
| 3Y | +45.4% | -28.3% | +73.7% | +62.7% |
| All | +53.9% | +2.2% | +51.8% | +30.4% |
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