+894.6%
FIX vs TAP
+6.9%
+887.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | -2.1% | -9.5% | -11.7% |
| 7D | -27.2% | +7.7% | -34.9% | -27.1% |
| 30D | -46.9% | +14.4% | -61.3% | -46.8% |
| 3M | -44.4% | +2.0% | -46.5% | -44.2% |
| 6M | -50.9% | +2.5% | -53.4% | -50.8% |
| YTD | +3.5% | -6.4% | +10.0% | +4.4% |
| 1Y | -2.1% | -2.3% | +0.2% | -2.1% |
| 3Y | +418.7% | -20.3% | +439.1% | +427.7% |
| 5Y | +894.6% | +6.9% | +887.7% | +771.5% |
| All | +894.6% | +6.9% | +887.7% | +771.5% |
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