+82.7%
O vs TAP
-48.8%
+131.6%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.3% | 0.0% |
| 7D | +3.5% | -4.5% | +8.1% | +5.0% |
| 30D | +10.4% | +7.5% | +2.9% | +7.7% |
| 3M | -2.4% | -4.9% | +2.4% | -1.3% |
| 6M | -1.2% | -3.5% | +2.3% | -0.7% |
| YTD | +10.4% | -11.4% | +21.8% | +13.4% |
| 1Y | +11.4% | -10.8% | +22.2% | +14.0% |
| 3Y | +40.4% | -24.5% | +64.9% | +49.4% |
| 5Y | +12.1% | +2.5% | +9.7% | +4.8% |
| 10Y | +82.7% | -47.6% | +130.3% | +83.0% |
| All | +82.7% | -48.8% | +131.6% | +83.0% |
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