+50.3%
O vs TAP
-52.1%
+102.3%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.1% | +3.7% | +0.9% |
| 7D | -0.6% | -2.3% | +1.8% | +0.2% |
| 30D | -2.0% | -9.4% | +7.4% | +1.0% |
| 3M | +3.0% | -0.8% | +3.8% | +3.0% |
| 6M | -3.6% | -14.7% | +11.1% | +0.8% |
| YTD | +12.1% | -13.9% | +26.0% | +16.5% |
| 1Y | +8.9% | -18.6% | +27.5% | +14.9% |
| 3Y | +30.3% | -32.0% | +62.3% | +43.9% |
| 5Y | +13.7% | -1.0% | +14.7% | +7.3% |
| 10Y | +50.3% | -51.4% | +101.6% | +64.0% |
| All | +50.3% | -52.1% | +102.3% | +64.0% |
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