+634.6%
P vs TAP
-46.0%
+680.6%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +3.2% | -5.2% | -2.3% |
| 7D | +11.6% | +1.3% | +10.4% | +11.4% |
| 30D | -23.7% | +5.7% | -29.4% | -24.6% |
| 3M | -8.0% | -1.9% | -6.1% | -8.2% |
| 6M | +27.9% | +0.9% | +27.0% | +26.4% |
| YTD | +61.2% | -9.5% | +70.7% | +61.5% |
| 1Y | +28.6% | -9.0% | +37.6% | +28.7% |
| 3Y | +200.5% | -22.2% | +222.7% | +205.1% |
| 5Y | +282.9% | +1.2% | +281.7% | +250.5% |
| All | +634.6% | -46.0% | +680.6% | +661.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling