-32.6%
MOD vs TAP
+4.4%
-36.9%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.4% | +3.0% | -24.5% | -19.8% |
| 7D | -31.3% | +9.9% | -41.3% | -27.5% |
| 30D | -46.1% | +18.1% | -64.2% | -41.2% |
| 3M | -51.1% | +3.2% | -54.3% | -49.1% |
| 6M | -62.1% | +8.4% | -70.5% | -59.6% |
| YTD | -26.2% | -4.4% | -21.8% | -21.3% |
| 1Y | -32.6% | +3.2% | -35.8% | -28.7% |
| All | -32.6% | +4.4% | -36.9% | -28.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling