+91.4%
IT vs TAP
-52.1%
+143.4%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -4.1% | -3.3% | -6.2% |
| 7D | -9.1% | -2.3% | -6.8% | -8.4% |
| 30D | -7.0% | -9.4% | +2.4% | -4.2% |
| 3M | +7.6% | -0.8% | +8.4% | +8.3% |
| 6M | +2.1% | -14.7% | +16.9% | +6.9% |
| YTD | -31.6% | -13.9% | -17.6% | -29.0% |
| 1Y | -29.9% | -18.6% | -11.3% | -26.3% |
| 3Y | -51.3% | -32.0% | -19.3% | -46.6% |
| 5Y | -44.8% | -1.0% | -43.8% | -47.1% |
| 10Y | +91.4% | -51.4% | +142.7% | +93.5% |
| All | +91.4% | -52.1% | +143.4% | +93.5% |
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