-2.4%
M vs TAP
+1.8%
-4.2%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.6% |
| 7D | -3.3% | -8.0% | +4.7% | +0.4% |
| 30D | +8.1% | +4.1% | +4.0% | +6.1% |
| 3M | +2.2% | -4.4% | +6.6% | +3.9% |
| 6M | +35.1% | -1.9% | +37.1% | +35.3% |
| YTD | +15.8% | -12.1% | +27.9% | +21.1% |
| 1Y | +25.8% | -12.0% | +37.9% | +31.3% |
| 3Y | +156.2% | -25.0% | +181.3% | +182.4% |
| 5Y | -2.4% | -1.1% | -1.3% | -12.5% |
| All | -2.4% | +1.8% | -4.2% | -12.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling