+31.4%
O vs TAP
-27.5%
+58.9%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.6% | -0.8% |
| 7D | -0.7% | -2.3% | +1.6% | -0.2% |
| 30D | -1.9% | -2.1% | +0.3% | -1.5% |
| 3M | +3.8% | +6.6% | -2.8% | +2.1% |
| 6M | -4.7% | -11.5% | +6.7% | -2.5% |
| YTD | +12.5% | -10.3% | +22.7% | +14.4% |
| 1Y | +10.8% | -14.4% | +25.2% | +14.0% |
| All | +31.4% | -27.5% | +58.9% | +37.5% |
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