+12,471.5%
FIX vs TAP
+478.1%
+11,993.4%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.2% | +2.1% | +2.0% |
| 7D | +6.0% | -2.3% | +8.3% | +6.6% |
| 30D | -7.2% | -2.1% | -5.1% | -7.0% |
| 3M | -15.9% | +6.6% | -22.5% | -18.0% |
| 6M | +12.7% | -11.5% | +24.2% | +14.8% |
| YTD | +72.8% | -10.3% | +83.1% | +74.6% |
| 1Y | +122.9% | -14.4% | +137.3% | +126.8% |
| 3Y | +774.3% | -28.3% | +802.6% | +813.0% |
| 5Y | +2,049.5% | +1.7% | +2,047.8% | +1,914.3% |
| 10Y | +5,821.5% | -49.2% | +5,870.7% | +6,167.7% |
| All | +12,471.5% | +478.1% | +11,993.4% | +10,813.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling