+231.1%
GM vs TAP
-49.9%
+281.0%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.3% | -1.9% | -1.1% |
| 7D | -2.4% | -3.9% | +1.4% | -0.8% |
| 30D | -1.1% | -5.3% | +4.1% | +1.1% |
| 3M | +6.1% | -3.8% | +9.9% | +7.3% |
| 6M | +15.0% | -11.4% | +26.3% | +19.9% |
| YTD | +6.0% | -13.7% | +19.7% | +11.1% |
| 1Y | +47.1% | -17.2% | +64.3% | +56.4% |
| 3Y | +170.5% | -33.1% | +203.6% | +210.7% |
| 5Y | +80.5% | +0.8% | +79.7% | +65.7% |
| All | +231.1% | -49.9% | +281.0% | +225.7% |
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