+1,027.2%
MKTX vs TAP
+97.9%
+929.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | +0.1% |
| 7D | +0.4% | -2.3% | +2.7% | +1.1% |
| 30D | +1.1% | -2.1% | +3.2% | +1.6% |
| 3M | +36.1% | +6.6% | +29.5% | +32.8% |
| 6M | -12.9% | -11.5% | -1.4% | -10.3% |
| YTD | -8.5% | -10.3% | +1.7% | -6.6% |
| 1Y | -7.5% | -14.4% | +6.8% | -4.5% |
| 3Y | -28.3% | -28.3% | -0.1% | -23.2% |
| 5Y | -63.3% | +1.7% | -65.0% | -65.7% |
| 10Y | +4.5% | -49.2% | +53.7% | +17.7% |
| All | +1,027.2% | +97.9% | +929.3% | +671.7% |
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 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