+35,474.8%
LOW vs TAP
+825.0%
+34,649.8%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.4% | +1.3% |
| 7D | -1.7% | -2.3% | +0.6% | -1.2% |
| 30D | -7.0% | -2.1% | -4.9% | -6.6% |
| 3M | -0.9% | +6.6% | -7.5% | -2.3% |
| 6M | -20.1% | -11.5% | -8.6% | -18.0% |
| YTD | -13.9% | -10.3% | -3.6% | -12.0% |
| 1Y | -21.1% | -14.4% | -6.7% | -18.7% |
| 3Y | -6.6% | -28.3% | +21.7% | -0.6% |
| 5Y | +9.4% | +1.7% | +7.6% | +6.9% |
| 10Y | +220.5% | -49.2% | +269.7% | +248.7% |
| All | +35,474.8% | +825.0% | +34,649.8% | +21,330.3% |
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 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