+32.8%
NET vs TAP
-14.5%
+47.3%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.2% | -1.8% | -2.0% |
| 7D | -7.0% | -2.3% | -4.7% | -7.4% |
| 30D | -4.8% | -2.1% | -2.6% | -5.1% |
| 3M | +3.8% | +6.6% | -2.8% | +6.1% |
| 6M | +50.0% | -11.5% | +61.5% | +46.2% |
| YTD | +41.5% | -10.3% | +51.7% | +39.0% |
| 1Y | +32.8% | -14.4% | +47.2% | +31.6% |
| All | +32.8% | -14.5% | +47.3% | +31.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling