+7.7%
PAAS vs TAP
-9.9%
+17.6%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +0.3% | -6.2% | -5.8% |
| 7D | +4.2% | -4.5% | +8.7% | +3.8% |
| 30D | -13.8% | +7.5% | -21.3% | -12.7% |
| 3M | -22.7% | -4.9% | -17.8% | -22.6% |
| 6M | -32.1% | -3.5% | -28.6% | -31.4% |
| YTD | -22.3% | -11.4% | -10.9% | -20.8% |
| 1Y | +7.7% | -10.8% | +18.5% | +10.2% |
| All | +7.7% | -9.9% | +17.6% | +10.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling