+26.8%
PL vs TAP
-8.3%
+35.0%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | -4.5% | +14.9% | +10.3% |
| 7D | -6.8% | +0.5% | -7.4% | -6.9% |
| 30D | -29.3% | +9.1% | -38.4% | -29.4% |
| 3M | -44.8% | -3.8% | -41.0% | -44.7% |
| 6M | -68.4% | -3.4% | -64.9% | -68.3% |
| YTD | -36.4% | -10.6% | -25.7% | -36.1% |
| 1Y | +0.7% | -4.4% | +5.1% | -0.2% |
| 3Y | +455.3% | -24.4% | +479.7% | +472.8% |
| 5Y | +22.7% | +2.1% | +20.6% | +19.7% |
| All | +26.8% | -8.3% | +35.0% | +23.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling