+112.5%
NET vs TAP
+2.2%
+110.3%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.2% | -1.8% | -2.0% |
| 7D | -7.0% | -2.3% | -4.7% | -6.9% |
| 30D | -4.8% | -2.1% | -2.6% | -4.7% |
| 3M | +3.8% | +6.6% | -2.8% | +3.4% |
| 6M | +50.0% | -11.5% | +61.5% | +51.2% |
| YTD | +41.5% | -10.3% | +51.7% | +42.0% |
| 1Y | +32.8% | -14.4% | +47.2% | +33.9% |
| 3Y | +335.9% | -28.3% | +364.2% | +348.3% |
| All | +112.5% | +2.2% | +110.3% | +122.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling