+13.7%
MSCI vs TAP
+5.3%
+8.4%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.1% | -0.6% | -2.0% |
| 7D | +6.0% | +7.7% | -1.7% | +3.5% |
| 30D | +18.2% | +14.4% | +3.8% | +13.1% |
| 3M | +15.1% | +2.0% | +13.1% | +14.2% |
| 6M | +13.7% | +2.5% | +11.3% | +12.3% |
| All | +13.7% | +5.3% | +8.4% | +12.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling