+145.8%
GOOG vs TAP
-32.4%
+178.2%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.1% | +4.1% | +0.1% |
| 7D | +1.1% | -2.3% | +3.4% | +1.1% |
| 30D | -5.1% | -9.4% | +4.3% | -4.8% |
| 3M | -7.1% | -0.8% | -6.3% | -7.0% |
| 6M | +12.7% | -14.7% | +27.4% | +13.1% |
| YTD | +7.1% | -13.9% | +21.0% | +7.4% |
| 1Y | +43.6% | -18.6% | +62.2% | +44.8% |
| All | +145.8% | -32.4% | +178.2% | +150.2% |
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