+99.2%
GOOG vs TAP
-1.4%
+100.6%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.3% | +2.0% | +1.7% |
| 7D | +4.8% | -6.3% | +11.2% | +5.5% |
| 30D | -15.5% | +2.7% | -18.2% | -15.8% |
| 3M | -13.7% | -3.7% | -10.0% | -13.4% |
| 6M | -23.0% | -2.0% | -20.9% | -23.0% |
| YTD | -5.7% | -12.3% | +6.6% | -4.7% |
| 1Y | +3.0% | -10.1% | +13.1% | +3.6% |
| 3Y | +122.4% | -25.3% | +147.7% | +128.4% |
| 5Y | +99.2% | -1.9% | +101.2% | +91.1% |
| All | +99.2% | -1.4% | +100.6% | +91.1% |
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