+449.6%
P vs TAP
-31.7%
+481.4%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.4% | -2.1% | -14.3% | -16.1% |
| 7D | -31.9% | +7.7% | -39.6% | -32.7% |
| 30D | -36.5% | +14.4% | -50.9% | -38.0% |
| 3M | +11.6% | +2.0% | +9.5% | +10.8% |
| 6M | +25.2% | +2.5% | +22.7% | +23.6% |
| YTD | +39.4% | -6.4% | +45.9% | +39.2% |
| 1Y | -3.7% | -2.3% | -1.4% | -4.9% |
| 3Y | +167.3% | -20.3% | +187.6% | +170.9% |
| 5Y | +237.3% | +6.9% | +230.4% | +207.1% |
| 10Y | +698.6% | -46.3% | +745.0% | +707.8% |
| All | +449.6% | -31.7% | +481.4% | +451.5% |
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