+104.9%
PSX vs TAP
-19.0%
+123.9%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -4.1% | +5.7% | +1.7% |
| 7D | +2.8% | -2.3% | +5.1% | +2.8% |
| 30D | +27.8% | -9.4% | +37.2% | +28.0% |
| 3M | +42.0% | -0.8% | +42.8% | +41.5% |
| 6M | +58.1% | -14.7% | +72.9% | +59.1% |
| YTD | +105.0% | -13.9% | +119.0% | +106.8% |
| 1Y | +104.9% | -18.6% | +123.5% | +106.6% |
| All | +104.9% | -19.0% | +123.9% | +106.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling