-4.4%
ON vs TAP
-23.7%
+19.3%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.5% | +5.0% | +0.5% |
| 7D | -11.7% | +0.5% | -12.2% | -11.6% |
| 30D | -23.3% | +9.1% | -32.4% | -23.5% |
| 3M | -19.2% | -3.8% | -15.4% | -18.9% |
| 6M | -40.1% | -3.4% | -36.7% | -39.9% |
| YTD | +16.9% | -10.6% | +27.6% | +19.4% |
| 1Y | +29.7% | -4.4% | +34.1% | +29.8% |
| 3Y | -4.4% | -24.4% | +20.0% | -1.3% |
| All | -4.4% | -23.7% | +19.3% | -1.3% |
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