+441.9%
MAR vs TAP
-51.4%
+493.2%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.9% | +1.8% | +1.2% |
| 7D | -0.5% | -5.1% | +4.6% | +1.6% |
| 30D | -4.7% | -8.4% | +3.8% | -1.4% |
| 3M | -15.6% | -3.9% | -11.7% | -14.7% |
| 6M | +1.2% | -14.4% | +15.6% | +6.7% |
| YTD | +7.5% | -14.7% | +22.2% | +12.9% |
| 1Y | +26.6% | -18.7% | +45.3% | +35.2% |
| 3Y | +66.0% | -32.6% | +98.6% | +87.8% |
| 5Y | +154.1% | -1.4% | +155.5% | +137.5% |
| 10Y | +441.9% | -50.4% | +492.2% | +424.3% |
| All | +441.9% | -51.4% | +493.2% | +424.3% |
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