+325.3%
IR vs TAP
-44.1%
+369.3%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -4.5% | +5.9% | +2.9% |
| 7D | +3.7% | +0.5% | +3.1% | +3.3% |
| 30D | +7.4% | +9.1% | -1.7% | +3.9% |
| 3M | -5.9% | -3.8% | -2.1% | -5.3% |
| 6M | +5.6% | -3.4% | +9.0% | +5.8% |
| YTD | +4.8% | -10.6% | +15.5% | +7.2% |
| 1Y | +6.9% | -4.4% | +11.3% | +6.6% |
| 3Y | +27.6% | -24.4% | +51.9% | +35.3% |
| 5Y | +45.8% | +2.1% | +43.7% | +34.1% |
| All | +325.3% | -44.1% | +369.3% | +322.6% |
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