-8.1%
M vs TAP
-46.0%
+37.9%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.2% | -1.7% | -0.4% |
| 7D | +7.0% | +1.3% | +5.8% | +6.1% |
| 30D | +8.9% | +5.7% | +3.2% | +5.0% |
| 3M | +4.5% | -1.9% | +6.4% | +5.0% |
| 6M | +36.2% | +0.9% | +35.3% | +33.6% |
| YTD | +15.1% | -9.5% | +24.6% | +19.5% |
| 1Y | +27.4% | -9.0% | +36.4% | +31.6% |
| 3Y | +160.1% | -22.2% | +182.4% | +186.5% |
| 5Y | -1.6% | +1.2% | -2.8% | -12.9% |
| All | -8.1% | -46.0% | +37.9% | -15.4% |
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 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