+227.1%
LOW vs TAP
-50.5%
+277.7%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -0.9% | -1.0% |
| 7D | -2.6% | -5.3% | +2.6% | -0.9% |
| 30D | -11.1% | -7.4% | -3.8% | -9.0% |
| 3M | -8.5% | -4.9% | -3.6% | -7.1% |
| 6M | -20.8% | -14.2% | -6.6% | -17.2% |
| YTD | -17.2% | -14.8% | -2.4% | -13.2% |
| 1Y | -24.7% | -18.1% | -6.6% | -20.4% |
| 3Y | -9.7% | -32.7% | +23.0% | +0.3% |
| 5Y | +6.0% | -0.5% | +6.5% | +2.8% |
| All | +227.1% | -50.5% | +277.7% | +239.3% |
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