+180.9%
P vs TAP
-23.3%
+204.1%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.2% | -0.7% |
| 7D | -13.3% | -4.5% | -8.8% | -14.5% |
| 30D | -34.0% | +7.5% | -41.5% | -32.2% |
| 3M | +4.1% | -4.9% | +9.0% | +3.9% |
| 6M | +30.5% | -3.5% | +34.0% | +32.0% |
| YTD | +52.2% | -11.4% | +63.6% | +51.9% |
| 1Y | +10.3% | -10.8% | +21.1% | +10.2% |
| 3Y | +180.9% | -24.5% | +205.3% | +202.4% |
| All | +180.9% | -23.3% | +204.1% | +202.4% |
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