+2,781.3%
MSCI vs TAP
+29.0%
+2,752.2%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +13.0% |
| 3M | +15.1% | +2.0% | +13.1% | +14.0% |
| 6M | +13.7% | +2.5% | +11.3% | +12.3% |
| YTD | +15.6% | -6.4% | +22.0% | +16.5% |
| 1Y | +16.3% | -2.3% | +18.6% | +15.3% |
| 3Y | +36.9% | -20.3% | +57.2% | +42.6% |
| 5Y | +6.3% | +6.9% | -0.6% | -2.3% |
| 10Y | +823.0% | -46.3% | +869.3% | +932.8% |
| All | +2,781.3% | +29.0% | +2,752.2% | +1,743.8% |
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