+376.0%
NDAQ vs TAP
-52.1%
+428.0%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.1% | +2.2% | -0.9% |
| 7D | -2.6% | -2.3% | -0.2% | -2.0% |
| 30D | +0.5% | -9.4% | +9.9% | +2.7% |
| 3M | +9.9% | -0.8% | +10.7% | +10.0% |
| 6M | +8.2% | -14.7% | +22.9% | +11.8% |
| YTD | -1.5% | -13.9% | +12.5% | +1.0% |
| 1Y | +1.3% | -18.6% | +19.9% | +5.1% |
| 3Y | +92.6% | -32.0% | +124.6% | +106.8% |
| 5Y | +53.8% | -1.0% | +54.8% | +46.2% |
| 10Y | +376.0% | -51.4% | +427.3% | +368.8% |
| All | +376.0% | -52.1% | +428.0% | +368.8% |
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 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