+6.6%
ON vs TAP
-22.2%
+28.8%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +3.2% | -6.9% | -3.6% |
| 7D | +12.2% | +1.3% | +11.0% | +12.3% |
| 30D | -3.1% | +5.7% | -8.9% | -3.2% |
| 3M | -12.9% | -1.9% | -11.0% | -12.6% |
| 6M | -38.6% | +0.9% | -39.5% | -38.6% |
| YTD | +31.2% | -9.5% | +40.7% | +34.0% |
| 1Y | +47.6% | -9.0% | +56.6% | +50.4% |
| 3Y | +6.6% | -22.2% | +28.9% | +12.4% |
| All | +6.6% | -22.2% | +28.8% | +12.4% |
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