+25.9%
IT vs TAP
-3.1%
+28.9%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -4.5% | +0.5% | +0.3% |
| 7D | -16.9% | +0.5% | -17.4% | -16.8% |
| 30D | +2.3% | +9.1% | -6.8% | -5.5% |
| 3M | +2.9% | -3.8% | +6.7% | +7.0% |
| 6M | +25.9% | -3.4% | +29.3% | +31.0% |
| All | +25.9% | -3.1% | +28.9% | +31.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling