+119.9%
NDAQ vs TAP
-23.7%
+143.5%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.5% | +4.8% | +0.9% |
| 7D | +0.8% | +0.5% | +0.3% | +0.8% |
| 30D | +16.5% | +9.1% | +7.4% | +15.2% |
| 3M | +13.5% | -3.8% | +17.3% | +13.9% |
| 6M | +20.9% | -3.4% | +24.4% | +21.1% |
| YTD | +11.4% | -10.6% | +22.0% | +11.7% |
| 1Y | +25.9% | -4.4% | +30.3% | +24.5% |
| 3Y | +119.9% | -24.4% | +144.2% | +129.3% |
| All | +119.9% | -23.7% | +143.5% | +129.3% |
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 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