-16.3%
NOW vs TAP
-23.7%
+7.4%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.5% | +4.1% | +0.1% |
| 7D | -3.0% | +0.5% | -3.5% | -3.1% |
| 30D | -26.0% | +9.1% | -35.2% | -26.8% |
| 3M | -13.1% | -3.8% | -9.3% | -12.9% |
| 6M | +14.5% | -3.4% | +17.9% | +14.6% |
| YTD | -33.4% | -10.6% | -22.8% | -33.4% |
| 1Y | -40.6% | -4.4% | -36.2% | -41.0% |
| 3Y | -16.3% | -24.4% | +8.1% | -14.5% |
| All | -16.3% | -23.7% | +7.4% | -14.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling