-12.5%
F vs TAP
+2.6%
-15.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -1.1% | -0.9% |
| 7D | +1.0% | -4.5% | +5.5% | +2.7% |
| 30D | +2.1% | +7.5% | -5.3% | -0.9% |
| 3M | -10.3% | -4.9% | -5.4% | -8.8% |
| 6M | +3.3% | -3.5% | +6.8% | +3.8% |
| YTD | -2.0% | -11.4% | +9.4% | +1.1% |
| 1Y | -2.3% | -10.8% | +8.5% | +0.4% |
| 3Y | +49.9% | -24.5% | +74.4% | +63.1% |
| 5Y | -12.5% | +2.5% | -14.9% | -26.7% |
| All | -12.5% | +2.6% | -15.1% | -26.7% |
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