+39.4%
GM vs TAP
+4.4%
+35.1%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +3.0% | +1.6% | +4.2% |
| 7D | +12.1% | +9.9% | +2.1% | +10.7% |
| 30D | +15.2% | +18.1% | -2.9% | +12.6% |
| 3M | +4.9% | +3.2% | +1.7% | +4.2% |
| 6M | +22.6% | +8.4% | +14.2% | +21.6% |
| YTD | +14.4% | -4.4% | +18.8% | +13.1% |
| 1Y | +39.4% | +3.2% | +36.2% | +33.5% |
| All | +39.4% | +4.4% | +35.1% | +33.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling