+4.6%
MKTX vs TAP
-49.9%
+54.5%
-80.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.3% | -1.3% | -0.2% |
| 7D | -0.2% | -3.9% | +3.6% | +0.2% |
| 30D | +0.7% | -5.3% | +6.0% | +1.3% |
| 3M | +40.8% | -3.8% | +44.6% | +41.1% |
| 6M | -8.0% | -11.4% | +3.4% | -6.9% |
| YTD | -8.7% | -13.7% | +5.0% | -7.4% |
| 1Y | -11.8% | -17.2% | +5.3% | -10.2% |
| 3Y | -24.0% | -33.1% | +9.0% | -20.9% |
| 5Y | -60.3% | +0.8% | -61.1% | -61.1% |
| All | +4.6% | -49.9% | +54.5% | +3.4% |
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