+39.5%
PL vs TAP
-7.1%
+46.6%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.2% | -3.9% | -0.6% |
| 7D | +10.0% | +1.3% | +8.8% | +10.1% |
| 30D | -2.3% | +5.7% | -8.0% | -2.3% |
| 3M | -44.2% | -1.9% | -42.3% | -44.1% |
| 6M | -66.1% | +0.9% | -67.0% | -66.1% |
| YTD | -30.0% | -9.5% | -20.5% | -29.6% |
| 1Y | +21.0% | -9.0% | +30.0% | +21.4% |
| 3Y | +516.5% | -22.2% | +538.8% | +535.1% |
| 5Y | +32.0% | +1.2% | +30.8% | +28.9% |
| All | +39.5% | -7.1% | +46.6% | +36.4% |
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