+3,604.4%
FIX vs TAP
-47.7%
+3,652.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.3% | -2.5% | -2.7% |
| 7D | +17.0% | -6.3% | +23.3% | +19.0% |
| 30D | -30.6% | +2.7% | -33.3% | -31.8% |
| 3M | -35.0% | -3.7% | -31.3% | -35.2% |
| 6M | -44.0% | -2.0% | -41.9% | -45.1% |
| YTD | +21.1% | -12.3% | +33.5% | +22.2% |
| 1Y | +16.3% | -10.1% | +26.3% | +15.8% |
| 3Y | +507.4% | -25.3% | +532.7% | +525.2% |
| 5Y | +1,052.1% | -1.9% | +1,054.0% | +905.2% |
| All | +3,604.4% | -47.7% | +3,652.1% | +3,298.8% |
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