+152.5%
PSX vs TAP
-24.9%
+177.4%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.2% | +4.2% | +3.2% |
| 7D | -8.0% | -7.8% | -0.2% | -6.6% |
| 30D | -9.0% | +7.1% | -16.2% | -10.6% |
| 3M | +24.7% | -7.0% | +31.8% | +26.1% |
| 6M | +49.3% | -3.8% | +53.1% | +49.4% |
| YTD | +100.2% | -11.7% | +111.9% | +103.8% |
| 1Y | +88.8% | -10.1% | +99.0% | +91.1% |
| 3Y | +152.5% | -23.7% | +176.2% | +161.3% |
| All | +152.5% | -24.9% | +177.4% | +161.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling