+125.1%
PM vs TAP
0.0%
+125.1%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -4.1% | +5.3% | +2.1% |
| 7D | -1.3% | -2.3% | +1.0% | -0.8% |
| 30D | -2.6% | -9.4% | +6.8% | -0.4% |
| 3M | +5.8% | -0.8% | +6.6% | +5.9% |
| 6M | +10.6% | -14.7% | +25.3% | +14.2% |
| YTD | +17.2% | -13.9% | +31.1% | +20.4% |
| 1Y | +17.6% | -18.6% | +36.3% | +22.3% |
| 3Y | +124.3% | -32.0% | +156.3% | +141.0% |
| 5Y | +125.1% | -1.0% | +126.1% | +111.8% |
| All | +125.1% | 0.0% | +125.1% | +111.8% |
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