+17.6%
PM vs TAP
-19.0%
+36.6%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -4.1% | +5.3% | +2.0% |
| 7D | -1.3% | -2.3% | +1.0% | -0.9% |
| 30D | -2.6% | -9.4% | +6.8% | -0.7% |
| 3M | +5.8% | -0.8% | +6.6% | +6.2% |
| 6M | +10.6% | -14.7% | +25.3% | +12.6% |
| YTD | +17.2% | -13.9% | +31.1% | +19.1% |
| 1Y | +17.6% | -18.6% | +36.3% | +15.9% |
| All | +17.6% | -19.0% | +36.6% | +15.9% |
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 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