+128.8%
GOOG vs TAP
-0.5%
+129.3%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.9% | -1.2% | -2.0% |
| 7D | -1.6% | -5.1% | +3.5% | -1.0% |
| 30D | -7.7% | -8.4% | +0.8% | -6.7% |
| 3M | -9.3% | -3.9% | -5.4% | -9.0% |
| 6M | +7.4% | -14.4% | +21.8% | +9.3% |
| YTD | +4.9% | -14.7% | +19.6% | +6.5% |
| 1Y | +37.2% | -18.7% | +55.9% | +40.2% |
| 3Y | +141.6% | -32.6% | +174.3% | +153.6% |
| 5Y | +128.8% | -1.4% | +130.2% | +118.9% |
| All | +128.8% | -0.5% | +129.3% | +118.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling