+13,507.3%
GOOGL vs TAP
+105.4%
+13,401.9%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.2% | -0.9% | -1.1% |
| 7D | -2.3% | -2.3% | 0.0% | -1.7% |
| 30D | -6.6% | -2.1% | -4.4% | -6.1% |
| 3M | -8.9% | +6.6% | -15.6% | -10.9% |
| 6M | +11.9% | -11.5% | +23.4% | +15.0% |
| YTD | +8.3% | -10.3% | +18.6% | +10.5% |
| 1Y | +46.2% | -14.4% | +60.6% | +50.4% |
| 3Y | +151.9% | -28.3% | +180.2% | +167.8% |
| 5Y | +137.7% | +1.7% | +136.0% | +122.4% |
| 10Y | +757.6% | -49.2% | +806.8% | +849.3% |
| All | +13,507.3% | +105.4% | +13,401.9% | +9,143.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling