+42.4%
ON vs TAP
-10.2%
+52.6%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | -1.2% | +10.4% | +8.7% |
| 7D | -1.4% | -7.8% | +6.4% | -4.1% |
| 30D | -10.9% | +7.1% | -18.0% | -8.2% |
| 3M | -14.9% | -7.0% | -7.8% | -16.2% |
| 6M | -33.0% | -3.8% | -29.2% | -31.7% |
| YTD | +27.6% | -11.7% | +39.3% | +34.9% |
| All | +42.4% | -10.2% | +52.6% | +50.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling