-38.9%
PINS vs TAP
-24.3%
-14.6%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.7% | +2.2% | +1.5% |
| 7D | -9.4% | -8.0% | -1.4% | -8.7% |
| 30D | -10.2% | +4.1% | -14.3% | -10.2% |
| 3M | -19.0% | -4.4% | -14.7% | -18.8% |
| 6M | -7.4% | -1.9% | -5.4% | -7.1% |
| YTD | -25.7% | -12.1% | -13.7% | -25.6% |
| 1Y | -29.7% | -12.0% | -17.7% | -29.7% |
| All | -38.9% | -24.3% | -14.6% | -39.8% |
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 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