+479.7%
NDAQ vs TAP
-47.8%
+527.6%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | -0.1% |
| 7D | 0.0% | -8.0% | +8.0% | +1.9% |
| 30D | +16.3% | +4.1% | +12.3% | +15.2% |
| 3M | +15.8% | -4.4% | +20.2% | +16.7% |
| 6M | +24.8% | -1.9% | +26.8% | +24.9% |
| YTD | +14.1% | -12.1% | +26.1% | +16.2% |
| 1Y | +26.5% | -12.0% | +38.6% | +28.7% |
| 3Y | +119.1% | -25.0% | +144.2% | +129.4% |
| 5Y | +70.9% | -1.1% | +72.0% | +62.6% |
| 10Y | +479.7% | -47.6% | +527.4% | +462.0% |
| All | +479.7% | -47.8% | +527.6% | +462.0% |
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