+46.8%
IR vs TAP
-1.4%
+48.2%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.4% |
| 7D | +4.3% | -6.3% | +10.6% | +5.7% |
| 30D | +8.1% | +2.7% | +5.4% | +7.1% |
| 3M | +0.7% | -3.7% | +4.4% | +1.2% |
| 6M | +16.6% | -2.0% | +18.6% | +16.4% |
| YTD | +7.8% | -12.3% | +20.1% | +10.0% |
| 1Y | +9.9% | -10.1% | +20.0% | +11.4% |
| 3Y | +25.2% | -25.3% | +50.5% | +31.0% |
| 5Y | +46.8% | -1.9% | +48.7% | +39.2% |
| All | +46.8% | -1.4% | +48.2% | +39.2% |
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