+101.1%
GOOGL vs TAP
+0.6%
+100.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.2% | -4.2% | -1.3% |
| 7D | +3.9% | +1.3% | +2.6% | +3.7% |
| 30D | -14.9% | +5.7% | -20.6% | -15.5% |
| 3M | -14.6% | -1.9% | -12.6% | -14.5% |
| 6M | -26.4% | +0.9% | -27.4% | -26.7% |
| YTD | -5.3% | -9.5% | +4.2% | -4.6% |
| 1Y | +6.5% | -9.0% | +15.4% | +7.0% |
| 3Y | +126.0% | -22.2% | +148.3% | +130.9% |
| All | +101.1% | +0.6% | +100.5% | +93.5% |
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