+415.3%
PR vs TAP
+2.2%
+413.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.2% | -1.4% | -1.6% |
| 7D | +2.9% | -2.3% | +5.2% | +3.5% |
| 30D | +18.0% | -2.1% | +20.2% | +18.5% |
| 3M | +16.9% | +6.6% | +10.2% | +13.8% |
| 6M | +28.2% | -11.5% | +39.7% | +32.3% |
| YTD | +69.3% | -10.3% | +79.6% | +73.2% |
| 1Y | +69.5% | -14.4% | +83.9% | +75.7% |
| 3Y | +81.7% | -28.3% | +110.0% | +98.0% |
| All | +415.3% | +2.2% | +413.1% | +307.2% |
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