+6.5%
FIX vs TAP
-6.0%
+12.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -4.5% | +9.9% | +2.7% |
| 7D | -17.5% | +0.5% | -18.0% | -16.8% |
| 30D | -41.6% | +9.1% | -50.7% | -38.1% |
| 3M | -40.6% | -3.8% | -36.8% | -40.5% |
| 6M | -49.4% | -3.4% | -45.9% | -48.2% |
| YTD | +9.2% | -10.6% | +19.8% | +11.0% |
| 1Y | +6.5% | -4.4% | +10.9% | +11.9% |
| All | +6.5% | -6.0% | +12.4% | +11.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling