+114.8%
MTB vs TAP
-31.5%
+146.3%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.1% | +3.5% | +0.4% |
| 7D | +2.8% | -2.3% | +5.1% | +3.3% |
| 30D | -4.2% | -9.4% | +5.2% | -2.0% |
| 3M | +7.8% | -0.8% | +8.6% | +7.7% |
| 6M | +14.8% | -14.7% | +29.6% | +18.9% |
| YTD | +20.8% | -13.9% | +34.7% | +24.2% |
| 1Y | +23.1% | -18.6% | +41.7% | +28.5% |
| 3Y | +114.8% | -32.0% | +146.8% | +125.2% |
| All | +114.8% | -31.5% | +146.3% | +125.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling