+8.5%
IR vs TAP
-31.5%
+40.0%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.1% | +2.5% | -0.8% |
| 7D | +0.6% | -2.3% | +2.9% | +1.1% |
| 30D | -13.6% | -9.4% | -4.2% | -12.0% |
| 3M | +3.7% | -0.8% | +4.5% | +3.7% |
| 6M | -13.1% | -14.7% | +1.7% | -10.7% |
| YTD | -5.1% | -13.9% | +8.8% | -3.0% |
| 1Y | -6.5% | -18.6% | +12.2% | -3.4% |
| 3Y | +8.5% | -32.0% | +40.5% | +12.7% |
| All | +8.5% | -31.5% | +40.0% | +12.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling