+643.6%
GOOGL vs TAP
-48.8%
+692.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -0.3% |
| 7D | +2.6% | -4.5% | +7.1% | +3.5% |
| 30D | -18.3% | +7.5% | -25.8% | -19.6% |
| 3M | -19.6% | -4.9% | -14.7% | -19.0% |
| 6M | -28.2% | -3.5% | -24.7% | -28.1% |
| YTD | -8.0% | -11.4% | +3.4% | -6.7% |
| 1Y | -0.7% | -10.8% | +10.1% | +0.5% |
| 3Y | +118.8% | -24.5% | +143.3% | +126.2% |
| 5Y | +98.9% | +2.5% | +96.4% | +87.9% |
| 10Y | +643.6% | -47.6% | +691.2% | +662.3% |
| All | +643.6% | -48.8% | +692.5% | +662.3% |
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