+8.4%
LOW vs TAP
0.0%
+8.4%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.1% | +2.3% | -0.4% |
| 7D | +0.4% | -2.3% | +2.7% | +1.2% |
| 30D | -10.1% | -9.4% | -0.7% | -7.1% |
| 3M | -2.9% | -0.8% | -2.0% | -2.7% |
| 6M | -19.4% | -14.7% | -4.7% | -15.4% |
| YTD | -15.4% | -13.9% | -1.5% | -11.5% |
| 1Y | -24.9% | -18.6% | -6.3% | -20.2% |
| 3Y | -7.8% | -32.0% | +24.2% | +2.4% |
| 5Y | +8.4% | -1.0% | +9.4% | +7.1% |
| All | +8.4% | 0.0% | +8.4% | +7.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling