+948.1%
FIX vs TAP
+2.0%
+946.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -4.5% | +9.9% | +5.2% |
| 7D | -17.5% | +0.5% | -18.0% | -17.5% |
| 30D | -41.6% | +9.1% | -50.7% | -41.6% |
| 3M | -40.6% | -3.8% | -36.8% | -40.5% |
| 6M | -49.4% | -3.4% | -45.9% | -49.3% |
| YTD | +9.2% | -10.6% | +19.8% | +9.9% |
| 1Y | +6.5% | -4.4% | +10.9% | +5.9% |
| 3Y | +448.7% | -24.4% | +473.1% | +458.3% |
| All | +948.1% | +2.0% | +946.1% | +811.6% |
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