+535.7%
ON vs TAP
-48.8%
+584.6%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.3% | +0.4% | +0.6% |
| 7D | -4.1% | -4.5% | +0.4% | -2.6% |
| 30D | -10.2% | +7.5% | -17.7% | -13.0% |
| 3M | -12.7% | -4.9% | -7.9% | -12.1% |
| 6M | -32.5% | -3.5% | -29.1% | -33.3% |
| YTD | +28.6% | -11.4% | +40.0% | +30.5% |
| 1Y | +43.4% | -10.8% | +54.2% | +44.8% |
| 3Y | +3.3% | -24.5% | +27.8% | +9.6% |
| 5Y | +22.5% | +2.5% | +20.1% | +10.7% |
| 10Y | +535.7% | -47.6% | +583.3% | +524.6% |
| All | +535.7% | -48.8% | +584.6% | +524.6% |
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