+40,454.4%
LOW vs TAP
+806.5%
+39,647.9%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | 0.0% |
| 7D | +1.0% | -8.0% | +9.0% | +2.9% |
| 30D | +25.6% | +4.1% | +21.5% | +24.5% |
| 3M | +5.3% | -4.4% | +9.7% | +6.3% |
| 6M | +3.7% | -1.9% | +5.7% | +4.1% |
| YTD | -1.9% | -12.1% | +10.2% | +0.8% |
| 1Y | +0.6% | -12.0% | +12.6% | +3.1% |
| 3Y | +26.4% | -25.0% | +51.5% | +33.3% |
| 5Y | +10.1% | -1.1% | +11.2% | +8.5% |
| 10Y | +301.3% | -47.6% | +348.9% | +334.3% |
| All | +40,454.4% | +806.5% | +39,647.9% | +24,432.4% |
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