+403.1%
PL vs TAP
-20.1%
+423.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | -2.1% | -8.0% | -10.4% |
| 7D | -20.5% | +7.7% | -28.2% | -19.8% |
| 30D | -38.8% | +14.4% | -53.2% | -38.0% |
| 3M | -49.1% | +2.0% | -51.2% | -48.7% |
| 6M | -69.4% | +2.5% | -71.9% | -69.0% |
| YTD | -42.3% | -6.4% | -35.9% | -41.6% |
| 1Y | -14.2% | -2.3% | -11.9% | -14.4% |
| All | +403.1% | -20.1% | +423.2% | +420.9% |
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 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