+116.8%
NDAQ vs TAP
-22.2%
+139.0%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.2% | -3.4% | -0.6% |
| 7D | +1.3% | +1.3% | 0.0% | +1.1% |
| 30D | +18.0% | +5.7% | +12.2% | +17.1% |
| 3M | +11.5% | -1.9% | +13.4% | +11.7% |
| 6M | +21.1% | +0.9% | +20.1% | +20.6% |
| YTD | +12.8% | -9.5% | +22.3% | +12.8% |
| 1Y | +25.7% | -9.0% | +34.7% | +25.5% |
| 3Y | +116.8% | -22.2% | +139.1% | +126.1% |
| All | +116.8% | -22.2% | +139.0% | +126.1% |
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