+652.6%
P vs TAP
-48.8%
+701.5%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.2% | -0.9% |
| 7D | -13.3% | -4.5% | -8.8% | -12.8% |
| 30D | -34.0% | +7.5% | -41.5% | -35.0% |
| 3M | +4.1% | -4.9% | +9.0% | +4.3% |
| 6M | +30.5% | -3.5% | +34.0% | +29.9% |
| YTD | +52.2% | -11.4% | +63.6% | +52.9% |
| 1Y | +10.3% | -10.8% | +21.1% | +10.6% |
| 3Y | +180.9% | -24.5% | +205.3% | +186.6% |
| 5Y | +259.7% | +2.5% | +257.3% | +226.9% |
| 10Y | +652.6% | -47.6% | +700.2% | +696.0% |
| All | +652.6% | -48.8% | +701.5% | +696.0% |
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 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