+81.0%
GEN vs TAP
-23.7%
+104.7%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -4.5% | +1.9% | -1.3% |
| 7D | +2.3% | +0.5% | +1.7% | +2.1% |
| 30D | +33.1% | +9.1% | +23.9% | +29.8% |
| 3M | +6.5% | -3.8% | +10.3% | +7.3% |
| 6M | +53.8% | -3.4% | +57.2% | +54.5% |
| YTD | +11.2% | -10.6% | +21.9% | +13.5% |
| 1Y | +19.4% | -4.4% | +23.8% | +19.4% |
| 3Y | +81.0% | -24.4% | +105.4% | +92.9% |
| All | +81.0% | -23.7% | +104.7% | +92.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling