+146.7%
PM vs TAP
-24.3%
+171.1%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.7% | +1.8% | +1.2% |
| 7D | -7.1% | -8.0% | +0.9% | -5.6% |
| 30D | -2.8% | +4.1% | -6.9% | -3.6% |
| 3M | +6.3% | -4.4% | +10.7% | +7.1% |
| 6M | +9.6% | -1.9% | +11.6% | +9.8% |
| YTD | +25.6% | -12.1% | +37.7% | +27.6% |
| 1Y | +29.7% | -12.0% | +41.7% | +31.7% |
| All | +146.7% | -24.3% | +171.1% | +155.7% |
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 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