-60.3%
MKTX vs TAP
-2.6%
-57.7%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | -0.1% |
| 7D | -0.2% | -5.3% | +5.1% | +0.5% |
| 30D | +0.8% | -7.4% | +8.2% | +1.8% |
| 3M | +41.1% | -4.9% | +46.1% | +41.6% |
| 6M | -9.5% | -14.2% | +4.7% | -7.9% |
| YTD | -8.7% | -14.8% | +6.1% | -7.2% |
| 1Y | -10.0% | -18.1% | +8.1% | -8.0% |
| 3Y | -24.6% | -32.7% | +8.1% | -21.0% |
| 5Y | -60.3% | -0.5% | -59.8% | -61.7% |
| All | -60.3% | -2.6% | -57.7% | -61.7% |
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