+1,980.5%
NOW vs TAP
+50.5%
+1,930.0%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -2.1% | -3.8% | -5.5% |
| 7D | -6.7% | +7.7% | -14.4% | -8.0% |
| 30D | -25.8% | +14.4% | -40.2% | -27.7% |
| 3M | -12.7% | +2.0% | -14.7% | -13.1% |
| 6M | +11.2% | +2.5% | +8.8% | +10.5% |
| YTD | -33.2% | -6.4% | -26.8% | -32.9% |
| 1Y | -41.8% | -2.3% | -39.5% | -42.1% |
| 3Y | -15.7% | -20.3% | +4.7% | -13.7% |
| 5Y | -26.0% | +6.9% | -32.9% | -29.4% |
| 10Y | +515.1% | -46.3% | +561.4% | +580.2% |
| All | +1,980.5% | +50.5% | +1,930.0% | +1,517.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling