+29.8%
Q vs TAP
-10.2%
+40.1%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | -1.2% | +8.1% | +6.4% |
| 7D | +8.4% | -7.8% | +16.2% | +4.9% |
| 30D | -1.2% | +7.1% | -8.3% | +2.1% |
| 3M | -9.3% | -7.0% | -2.2% | -10.3% |
| 6M | -15.0% | -3.8% | -11.2% | -13.6% |
| YTD | +53.5% | -11.7% | +65.2% | +55.0% |
| All | +29.8% | -10.2% | +40.1% | +30.2% |
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