+779.7%
MSCI vs TAP
-49.5%
+829.2%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.2% | +2.0% | +1.1% |
| 7D | +1.5% | -7.8% | +9.3% | +3.4% |
| 30D | +14.4% | +7.1% | +7.3% | +12.6% |
| 3M | +15.2% | -7.0% | +22.2% | +16.9% |
| 6M | +11.2% | -3.8% | +15.0% | +11.9% |
| YTD | +13.9% | -11.7% | +25.6% | +16.1% |
| 1Y | +12.5% | -10.1% | +22.6% | +14.0% |
| 3Y | +32.3% | -23.7% | +56.0% | +37.9% |
| 5Y | +4.9% | +2.9% | +2.0% | +0.2% |
| 10Y | +779.7% | -49.5% | +829.2% | +841.9% |
| All | +779.7% | -49.5% | +829.2% | +841.9% |
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