+23.1%
Q vs TAP
-7.2%
+30.3%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -4.5% | +10.8% | +4.6% |
| 7D | +0.3% | +0.5% | -0.2% | +0.7% |
| 30D | -9.8% | +9.1% | -19.0% | -6.6% |
| 3M | -12.2% | -3.8% | -8.4% | -12.0% |
| 6M | -21.6% | -3.4% | -18.2% | -20.1% |
| YTD | +43.6% | -10.6% | +54.2% | +44.9% |
| 1Y | +25.7% | -4.4% | +30.1% | +24.7% |
| All | +23.1% | -7.2% | +30.3% | +22.7% |
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