+6,166.9%
IT vs TAP
+643.9%
+5,523.0%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -4.5% | +0.5% | -3.1% |
| 7D | -16.9% | +0.5% | -17.4% | -16.9% |
| 30D | +2.3% | +9.1% | -6.8% | +0.6% |
| 3M | +2.9% | -3.8% | +6.7% | +3.9% |
| 6M | +25.9% | -3.4% | +29.3% | +27.3% |
| YTD | -24.6% | -10.6% | -14.0% | -23.0% |
| 1Y | -16.0% | -4.4% | -11.6% | -15.4% |
| 3Y | -51.6% | -24.4% | -27.2% | -49.2% |
| 5Y | -42.6% | +2.1% | -44.7% | -44.0% |
| 10Y | +103.6% | -48.7% | +152.3% | +117.4% |
| All | +6,166.9% | +643.9% | +5,523.0% | +4,797.0% |
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 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