+2,498.9%
MAR vs TAP
+344.8%
+2,154.2%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.2% |
| 7D | -4.2% | -2.3% | -1.8% | -3.4% |
| 30D | -6.7% | -2.1% | -4.5% | -6.1% |
| 3M | -12.5% | +6.6% | -19.1% | -14.7% |
| 6M | +0.6% | -11.5% | +12.1% | +4.0% |
| YTD | +9.1% | -10.3% | +19.4% | +11.9% |
| 1Y | +26.2% | -14.4% | +40.6% | +31.2% |
| 3Y | +68.2% | -28.3% | +96.4% | +82.7% |
| 5Y | +163.9% | +1.7% | +162.2% | +151.3% |
| 10Y | +420.6% | -49.2% | +469.8% | +485.2% |
| All | +2,498.9% | +344.8% | +2,154.2% | +1,709.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling