+0.7%
PL vs TAP
-6.0%
+6.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | -4.5% | +14.9% | +7.3% |
| 7D | -6.8% | +0.5% | -7.4% | -6.0% |
| 30D | -29.3% | +9.1% | -38.4% | -24.4% |
| 3M | -44.8% | -3.8% | -41.0% | -45.3% |
| 6M | -68.4% | -3.4% | -64.9% | -67.4% |
| YTD | -36.4% | -10.6% | -25.7% | -36.7% |
| 1Y | +0.7% | -4.4% | +5.1% | +1.7% |
| All | +0.7% | -6.0% | +6.7% | +1.7% |
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