+157.2%
GEN vs TAP
-46.0%
+203.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +3.2% | -0.8% | +1.7% |
| 7D | +2.0% | +1.3% | +0.8% | +1.8% |
| 30D | +27.7% | +5.7% | +22.0% | +26.3% |
| 3M | +3.3% | -1.9% | +5.2% | +3.6% |
| 6M | +31.8% | +0.9% | +30.9% | +31.4% |
| YTD | +13.5% | -9.5% | +23.0% | +15.1% |
| 1Y | +16.0% | -9.0% | +25.0% | +17.5% |
| 3Y | +70.6% | -22.2% | +92.8% | +77.0% |
| 5Y | +32.1% | +1.2% | +30.9% | +29.5% |
| All | +157.2% | -46.0% | +203.2% | +173.0% |
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