+158.6%
M vs TAP
-23.3%
+181.9%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.2% | +0.4% |
| 7D | +5.0% | -4.5% | +9.5% | +6.9% |
| 30D | +10.6% | +7.5% | +3.2% | +8.0% |
| 3M | +1.6% | -4.9% | +6.5% | +3.2% |
| 6M | +30.8% | -3.5% | +34.3% | +32.0% |
| YTD | +16.9% | -11.4% | +28.3% | +21.0% |
| 1Y | +26.3% | -10.8% | +37.1% | +30.2% |
| 3Y | +158.6% | -24.5% | +183.1% | +163.2% |
| All | +158.6% | -23.3% | +181.9% | +163.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling