+504.6%
NOW vs TAP
-49.5%
+554.1%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.2% | +2.0% | +0.9% |
| 7D | -3.1% | -7.8% | +4.8% | -2.0% |
| 30D | -27.0% | +7.1% | -34.2% | -27.8% |
| 3M | -17.7% | -7.0% | -10.7% | -17.0% |
| 6M | +12.7% | -3.8% | +16.5% | +13.1% |
| YTD | -32.9% | -11.7% | -21.2% | -32.2% |
| 1Y | -40.4% | -10.1% | -30.3% | -39.9% |
| 3Y | -17.1% | -23.7% | +6.6% | -15.2% |
| 5Y | -25.7% | +2.9% | -28.6% | -27.4% |
| 10Y | +504.6% | -49.5% | +554.1% | +577.9% |
| All | +504.6% | -49.5% | +554.1% | +577.9% |
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