+223.9%
PR vs TAP
+6.9%
+217.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -2.1% | -2.8% | -4.4% |
| 7D | -16.5% | +7.7% | -24.2% | -18.2% |
| 30D | -4.5% | +14.4% | -18.9% | -8.1% |
| 3M | +8.5% | +2.0% | +6.5% | +7.4% |
| 6M | -3.3% | +2.5% | -5.8% | -4.8% |
| YTD | +55.7% | -6.4% | +62.1% | +56.7% |
| 1Y | +82.0% | -2.3% | +84.4% | +80.4% |
| 3Y | +62.5% | -20.3% | +82.8% | +69.4% |
| 5Y | +223.9% | +6.9% | +217.0% | +156.9% |
| All | +223.9% | +6.9% | +217.0% | +156.9% |
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 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