+1,102.3%
PSX vs TAP
+42.0%
+1,060.3%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.2% | +4.2% | +3.4% |
| 7D | -8.0% | -7.8% | -0.2% | -5.1% |
| 30D | -9.0% | +7.1% | -16.2% | -12.0% |
| 3M | +24.7% | -7.0% | +31.8% | +27.3% |
| 6M | +49.3% | -3.8% | +53.1% | +49.4% |
| YTD | +100.2% | -11.7% | +111.9% | +105.9% |
| 1Y | +88.8% | -10.1% | +99.0% | +92.5% |
| 3Y | +152.5% | -23.7% | +176.2% | +170.9% |
| 5Y | +283.2% | +2.9% | +280.3% | +245.3% |
| 10Y | +345.8% | -49.5% | +395.3% | +369.9% |
| All | +1,102.3% | +42.0% | +1,060.3% | +673.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling