+84.5%
PR vs TAP
-46.0%
+130.4%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +3.2% | -2.0% | -0.4% |
| 7D | +6.0% | +1.3% | +4.7% | +5.3% |
| 30D | -4.2% | +5.7% | -9.9% | -7.8% |
| 3M | +10.0% | -1.9% | +11.9% | +9.5% |
| 6M | +15.6% | +0.9% | +14.7% | +12.4% |
| YTD | +68.2% | -9.5% | +77.7% | +71.4% |
| 1Y | +79.2% | -9.0% | +88.2% | +81.5% |
| 3Y | +94.9% | -22.2% | +117.2% | +107.1% |
| 5Y | +272.8% | +1.2% | +271.5% | +218.6% |
| All | +84.5% | -46.0% | +130.4% | +108.9% |
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