+0.5%
M vs TAP
-49.5%
+50.0%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | -1.2% | +9.3% | +8.8% |
| 7D | +2.5% | -7.8% | +10.4% | +7.8% |
| 30D | +10.1% | +7.1% | +2.9% | +5.2% |
| 3M | -0.9% | -7.0% | +6.1% | +2.9% |
| 6M | +30.2% | -3.8% | +34.0% | +31.6% |
| YTD | +16.3% | -11.7% | +28.0% | +22.5% |
| 1Y | +27.0% | -10.1% | +37.1% | +31.9% |
| 3Y | +154.5% | -23.7% | +178.2% | +183.3% |
| 5Y | -1.1% | +2.9% | -4.0% | -13.6% |
| 10Y | +0.5% | -49.5% | +50.0% | -9.8% |
| All | +0.5% | -49.5% | +50.0% | -9.8% |
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