+1,381.0%
NET vs TAP
-7.1%
+1,388.1%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +3.0% | -5.6% | -2.4% |
| 7D | -16.4% | +9.9% | -26.3% | -15.9% |
| 30D | -25.8% | +18.1% | -44.0% | -25.3% |
| 3M | -11.5% | +3.2% | -14.7% | -11.2% |
| 6M | +18.9% | +8.4% | +10.5% | +19.6% |
| YTD | +35.2% | -4.4% | +39.6% | +35.7% |
| 1Y | +14.5% | +3.2% | +11.2% | +14.8% |
| 3Y | +313.8% | -18.6% | +332.4% | +316.2% |
| 5Y | +32.6% | +10.1% | +22.4% | +37.0% |
| All | +1,381.0% | -7.1% | +1,388.1% | +1,453.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling