-4.0%
M vs TAP
-50.2%
+46.2%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.2% | +2.8% | +2.7% |
| 7D | +4.7% | -2.3% | +7.0% | +6.1% |
| 30D | -9.6% | -2.1% | -7.5% | -8.7% |
| 3M | +0.9% | +6.6% | -5.8% | -3.5% |
| 6M | +22.3% | -11.5% | +33.8% | +30.1% |
| YTD | +6.5% | -10.3% | +16.8% | +11.6% |
| 1Y | +38.8% | -14.4% | +53.2% | +49.0% |
| 3Y | +115.9% | -28.3% | +144.2% | +151.3% |
| 5Y | +28.6% | +1.7% | +26.9% | +14.0% |
| All | -4.0% | -50.2% | +46.2% | -9.5% |
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