+162.6%
PM vs TAP
+0.6%
+161.9%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +3.2% | -2.1% | +0.4% |
| 7D | +0.5% | +1.3% | -0.7% | +0.3% |
| 30D | -3.2% | +5.7% | -8.9% | -4.5% |
| 3M | +6.2% | -1.9% | +8.1% | +6.5% |
| 6M | +7.7% | +0.9% | +6.7% | +7.1% |
| YTD | +27.3% | -9.5% | +36.8% | +29.1% |
| 1Y | +32.8% | -9.0% | +41.7% | +34.4% |
| 3Y | +150.0% | -22.2% | +172.3% | +159.2% |
| All | +162.6% | +0.6% | +161.9% | +150.0% |
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