+11.1%
PL vs TAP
+6.9%
+4.3%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | -2.1% | -8.0% | -10.2% |
| 7D | -20.5% | +7.7% | -28.2% | -20.5% |
| 30D | -38.8% | +14.4% | -53.2% | -38.8% |
| 3M | -49.1% | +2.0% | -51.2% | -49.0% |
| 6M | -69.4% | +2.5% | -71.9% | -69.3% |
| YTD | -42.3% | -6.4% | -35.9% | -42.0% |
| 1Y | -14.2% | -2.3% | -11.9% | -14.6% |
| 3Y | +398.7% | -20.3% | +419.0% | +416.4% |
| 5Y | +11.1% | +6.9% | +4.3% | -0.2% |
| All | +11.1% | +6.9% | +4.3% | -0.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling