+150.0%
GEN vs TAP
-49.5%
+199.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | +0.3% |
| 7D | -0.3% | -7.8% | +7.5% | +1.4% |
| 30D | +28.2% | +7.1% | +21.0% | +26.4% |
| 3M | +2.6% | -7.0% | +9.7% | +4.0% |
| 6M | +32.7% | -3.8% | +36.5% | +33.5% |
| YTD | +11.3% | -11.7% | +23.0% | +13.4% |
| 1Y | +17.9% | -10.1% | +28.1% | +19.7% |
| 3Y | +66.3% | -23.7% | +90.0% | +73.3% |
| 5Y | +31.7% | +2.9% | +28.8% | +28.8% |
| 10Y | +150.0% | -49.5% | +199.5% | +173.6% |
| All | +150.0% | -49.5% | +199.5% | +173.6% |
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 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