+345.0%
PSX vs TAP
+2.2%
+342.8%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.3% | +0.2% |
| 7D | +4.5% | -2.3% | +6.9% | +5.1% |
| 30D | +26.6% | -2.1% | +28.8% | +27.1% |
| 3M | +39.3% | +6.6% | +32.7% | +36.1% |
| 6M | +56.8% | -11.5% | +68.3% | +61.2% |
| YTD | +101.8% | -10.3% | +112.1% | +106.0% |
| 1Y | +99.6% | -14.4% | +114.0% | +106.3% |
| 3Y | +140.3% | -28.3% | +168.6% | +161.3% |
| All | +345.0% | +2.2% | +342.8% | +281.9% |
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