+209.9%
ON vs TAP
+180.6%
+29.3%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.2% | +1.2% | +1.0% |
| 7D | +2.4% | -2.3% | +4.8% | +3.1% |
| 30D | -3.3% | -2.1% | -1.1% | -2.9% |
| 3M | -43.6% | +6.6% | -50.2% | -45.5% |
| 6M | +19.0% | -11.5% | +30.4% | +21.6% |
| YTD | +37.4% | -10.3% | +47.6% | +39.4% |
| 1Y | +54.8% | -14.4% | +69.2% | +58.9% |
| 3Y | -25.2% | -28.3% | +3.1% | -19.6% |
| 5Y | +62.7% | +1.7% | +61.0% | +53.3% |
| 10Y | +574.3% | -49.2% | +623.6% | +647.7% |
| All | +209.9% | +180.6% | +29.3% | +189.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling