-27.4%
ON vs TAP
-31.5%
+4.1%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -4.1% | -0.3% | -4.2% |
| 7D | -2.2% | -2.3% | +0.2% | -2.0% |
| 30D | -12.4% | -9.4% | -3.0% | -12.0% |
| 3M | -41.2% | -0.8% | -40.4% | -41.5% |
| 6M | +25.0% | -14.7% | +39.7% | +28.0% |
| YTD | +31.3% | -13.9% | +45.2% | +34.0% |
| 1Y | +45.4% | -18.6% | +64.0% | +50.5% |
| 3Y | -27.4% | -32.0% | +4.6% | -21.7% |
| All | -27.4% | -31.5% | +4.1% | -21.7% |
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