+370.1%
PSX vs TAP
-52.1%
+422.2%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -4.1% | +5.7% | +3.3% |
| 7D | +2.8% | -2.3% | +5.1% | +3.8% |
| 30D | +27.8% | -9.4% | +37.2% | +32.7% |
| 3M | +42.0% | -0.8% | +42.8% | +41.2% |
| 6M | +58.1% | -14.7% | +72.9% | +67.1% |
| YTD | +105.0% | -13.9% | +119.0% | +114.7% |
| 1Y | +104.9% | -18.6% | +123.5% | +119.0% |
| 3Y | +134.1% | -32.0% | +166.1% | +166.9% |
| 5Y | +363.8% | -1.0% | +364.8% | +319.4% |
| 10Y | +370.1% | -51.4% | +421.5% | +342.5% |
| All | +370.1% | -52.1% | +422.2% | +342.5% |
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