+65.2%
PR vs TAP
-49.3%
+114.5%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -4.5% | +6.4% | +4.1% |
| 7D | -16.4% | +0.5% | -16.9% | -17.2% |
| 30D | -1.9% | +9.1% | -11.0% | -7.1% |
| 3M | +8.0% | -3.8% | +11.7% | +8.5% |
| 6M | +4.1% | -3.4% | +7.5% | +3.6% |
| YTD | +58.7% | -10.6% | +69.3% | +62.8% |
| 1Y | +75.8% | -4.4% | +80.2% | +73.2% |
| 3Y | +73.2% | -24.4% | +97.5% | +87.0% |
| 5Y | +230.1% | +2.1% | +228.1% | +179.8% |
| All | +65.2% | -49.3% | +114.5% | +86.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling