+686.6%
P vs TAP
-49.3%
+735.9%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -4.5% | +8.0% | +4.1% |
| 7D | -23.8% | +0.5% | -24.3% | -24.0% |
| 30D | -36.6% | +9.1% | -45.8% | -37.7% |
| 3M | +10.9% | -3.8% | +14.7% | +10.9% |
| 6M | +30.0% | -3.4% | +33.4% | +29.5% |
| YTD | +44.4% | -10.6% | +55.0% | +45.0% |
| 1Y | +3.9% | -4.4% | +8.3% | +2.7% |
| 3Y | +176.6% | -24.4% | +201.0% | +182.5% |
| 5Y | +249.3% | +2.1% | +247.2% | +219.0% |
| All | +686.6% | -49.3% | +735.9% | +704.0% |
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