+2,593.6%
NDAQ vs TAP
+126.9%
+2,466.7%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.5% | +4.8% | +1.7% |
| 7D | +0.8% | +0.5% | +0.3% | +0.6% |
| 30D | +16.5% | +9.1% | +7.4% | +13.1% |
| 3M | +13.5% | -3.8% | +17.3% | +14.4% |
| 6M | +20.9% | -3.4% | +24.4% | +21.6% |
| YTD | +11.4% | -10.6% | +22.0% | +13.8% |
| 1Y | +25.9% | -4.4% | +30.3% | +25.4% |
| 3Y | +119.9% | -24.4% | +144.2% | +132.6% |
| 5Y | +61.7% | +2.1% | +59.7% | +50.0% |
| 10Y | +481.6% | -48.7% | +530.3% | +547.1% |
| All | +2,593.6% | +126.9% | +2,466.7% | +1,566.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling