+2,327.9%
NDAQ vs TAP
+127.8%
+2,200.0%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.2% | -1.7% | -1.8% |
| 7D | -2.4% | -2.3% | -0.1% | -1.7% |
| 30D | +2.5% | -2.1% | +4.6% | +3.0% |
| 3M | +9.9% | +6.6% | +3.3% | +7.4% |
| 6M | +9.4% | -11.5% | +20.9% | +13.1% |
| YTD | +0.4% | -10.3% | +10.7% | +2.7% |
| 1Y | +4.0% | -14.4% | +18.4% | +7.6% |
| 3Y | +94.4% | -28.3% | +122.7% | +109.7% |
| 5Y | +56.7% | +1.7% | +55.0% | +45.6% |
| 10Y | +375.3% | -49.2% | +424.5% | +431.7% |
| All | +2,327.9% | +127.8% | +2,200.0% | +1,403.5% |
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