-24.4%
NOW vs TAP
+1.8%
-26.2%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.7% | +3.9% | +3.3% |
| 7D | -5.6% | -8.0% | +2.4% | -4.3% |
| 30D | -26.8% | +4.1% | -30.8% | -27.3% |
| 3M | -19.4% | -4.4% | -15.1% | -19.0% |
| 6M | +12.3% | -1.9% | +14.3% | +12.5% |
| YTD | -32.9% | -12.1% | -20.9% | -32.2% |
| 1Y | -40.3% | -12.0% | -28.3% | -39.7% |
| 3Y | -19.1% | -25.0% | +6.0% | -16.8% |
| 5Y | -24.4% | -1.1% | -23.3% | -26.3% |
| All | -24.4% | +1.8% | -26.2% | -26.3% |
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