+143.9%
PM vs TAP
-23.7%
+167.6%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.5% | +2.7% | -0.9% |
| 7D | -5.2% | +0.5% | -5.7% | -5.3% |
| 30D | +2.7% | +9.1% | -6.5% | +0.9% |
| 3M | +5.2% | -3.8% | +9.0% | +5.8% |
| 6M | +17.0% | -3.4% | +20.4% | +17.3% |
| YTD | +25.5% | -10.6% | +36.1% | +27.1% |
| 1Y | +35.5% | -4.4% | +39.9% | +35.6% |
| 3Y | +143.9% | -24.4% | +168.3% | +153.3% |
| All | +143.9% | -23.7% | +167.6% | +153.3% |
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