+6,128.0%
IT vs TAP
+637.5%
+5,490.6%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.3% | -1.4% | -1.2% |
| 7D | -7.5% | -4.5% | -3.0% | -6.6% |
| 30D | -1.2% | +7.5% | -8.6% | -2.5% |
| 3M | -2.2% | -4.9% | +2.7% | -1.0% |
| 6M | +19.1% | -3.5% | +22.6% | +20.4% |
| YTD | -25.1% | -11.4% | -13.7% | -23.3% |
| 1Y | -17.4% | -10.8% | -6.6% | -15.6% |
| 3Y | -54.1% | -24.5% | -29.6% | -51.8% |
| 5Y | -42.7% | +2.5% | -45.1% | -44.1% |
| 10Y | +88.1% | -47.6% | +135.7% | +100.3% |
| All | +6,128.0% | +637.5% | +5,490.6% | +4,775.5% |
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