+275.1%
P vs TAP
+1.8%
+273.3%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.7% | +5.2% | +4.3% |
| 7D | -4.7% | -8.0% | +3.3% | -5.8% |
| 30D | -31.4% | +4.1% | -35.5% | -31.0% |
| 3M | -2.6% | -4.4% | +1.7% | -2.6% |
| 6M | +21.9% | -1.9% | +23.9% | +22.5% |
| YTD | +58.9% | -12.1% | +71.0% | +59.2% |
| 1Y | +21.7% | -12.0% | +33.8% | +21.9% |
| 3Y | +193.3% | -25.0% | +218.3% | +195.4% |
| 5Y | +275.1% | -1.1% | +276.2% | +256.8% |
| All | +275.1% | +1.8% | +273.3% | +256.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling