-5.5%
M vs TAP
-49.3%
+43.8%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -4.5% | -0.1% | -1.9% |
| 7D | -4.3% | +0.5% | -4.8% | -4.6% |
| 30D | +1.3% | +9.1% | -7.9% | -4.2% |
| 3M | -7.4% | -3.8% | -3.6% | -5.8% |
| 6M | +18.3% | -3.4% | +21.8% | +19.4% |
| YTD | +7.6% | -10.6% | +18.2% | +12.6% |
| 1Y | +17.4% | -4.4% | +21.8% | +17.2% |
| 3Y | +108.4% | -24.4% | +132.7% | +133.8% |
| 5Y | -10.6% | +2.1% | -12.7% | -21.3% |
| All | -5.5% | -49.3% | +43.8% | -17.1% |
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 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