+213.9%
PAAS vs TAP
-24.3%
+238.3%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.7% | -1.4% |
| 7D | -5.2% | -8.0% | +2.8% | -5.0% |
| 30D | -13.9% | +4.1% | -18.0% | -13.9% |
| 3M | -23.8% | -4.4% | -19.4% | -23.6% |
| 6M | -36.4% | -1.9% | -34.5% | -36.3% |
| YTD | -23.4% | -12.1% | -11.3% | -22.9% |
| 1Y | +5.6% | -12.0% | +17.7% | +6.2% |
| All | +213.9% | -24.3% | +238.3% | +216.6% |
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