+345.2%
IR vs TAP
-44.7%
+389.9%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -1.2% | +5.9% | +5.1% |
| 7D | +5.0% | -7.8% | +12.8% | +7.7% |
| 30D | +10.3% | +7.1% | +3.2% | +7.3% |
| 3M | -0.1% | -7.0% | +7.0% | +1.7% |
| 6M | +14.8% | -3.8% | +18.6% | +15.1% |
| YTD | +9.7% | -11.7% | +21.5% | +12.7% |
| 1Y | +12.2% | -10.1% | +22.3% | +14.3% |
| 3Y | +30.0% | -23.7% | +53.7% | +37.3% |
| 5Y | +46.8% | +2.9% | +43.9% | +34.5% |
| All | +345.2% | -44.7% | +389.9% | +344.0% |
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