+485.4%
P vs TAP
-34.5%
+519.9%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.2% | +1.6% | +1.4% |
| 7D | +6.5% | -2.3% | +8.9% | +6.9% |
| 30D | +18.8% | -2.1% | +21.0% | +19.1% |
| 3M | +26.7% | +6.6% | +20.1% | +24.5% |
| 6M | +62.2% | -11.5% | +73.7% | +64.7% |
| YTD | +48.5% | -10.3% | +58.8% | +49.7% |
| 1Y | +26.4% | -14.4% | +40.8% | +28.3% |
| 3Y | +159.4% | -28.3% | +187.7% | +169.8% |
| 5Y | +275.8% | +1.7% | +274.1% | +246.1% |
| 10Y | +732.0% | -49.2% | +781.2% | +750.4% |
| All | +485.4% | -34.5% | +519.9% | +493.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling