+6,045.6%
IT vs TAP
+647.1%
+5,398.6%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.2% | -4.5% | -4.6% |
| 7D | -6.0% | -2.3% | -3.7% | -5.6% |
| 30D | 0.0% | -2.1% | +2.1% | +0.4% |
| 3M | +13.1% | +6.6% | +6.5% | +11.8% |
| 6M | +11.7% | -11.5% | +23.2% | +14.6% |
| YTD | -26.1% | -10.3% | -15.8% | -24.7% |
| 1Y | -21.3% | -14.4% | -6.9% | -19.1% |
| 3Y | -46.7% | -28.3% | -18.5% | -43.7% |
| 5Y | -40.5% | +1.7% | -42.2% | -42.1% |
| 10Y | +103.9% | -49.2% | +153.1% | +117.5% |
| All | +6,045.6% | +647.1% | +5,398.6% | +4,687.5% |
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 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