+835.7%
PM vs TAP
+24.8%
+810.9%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.5% | +2.7% | -0.3% |
| 7D | -5.2% | +0.5% | -5.7% | -5.5% |
| 30D | +2.7% | +9.1% | -6.5% | -0.4% |
| 3M | +5.2% | -3.8% | +9.0% | +6.1% |
| 6M | +17.0% | -3.4% | +20.4% | +17.6% |
| YTD | +25.5% | -10.6% | +36.1% | +28.6% |
| 1Y | +35.5% | -4.4% | +39.9% | +35.6% |
| 3Y | +143.9% | -24.4% | +168.3% | +158.8% |
| 5Y | +161.8% | +2.1% | +159.8% | +144.8% |
| 10Y | +235.9% | -48.7% | +284.7% | +274.1% |
| All | +835.7% | +24.8% | +810.9% | +552.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling