+231.7%
RF vs TAP
-47.8%
+279.6%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | +0.1% |
| 7D | -1.3% | -8.0% | +6.7% | +2.7% |
| 30D | +4.6% | +4.1% | +0.6% | +2.1% |
| 3M | -8.4% | -4.4% | -4.1% | -7.2% |
| 6M | +8.9% | -1.9% | +10.8% | +8.4% |
| YTD | +8.8% | -12.1% | +20.9% | +13.3% |
| 1Y | +18.9% | -12.0% | +31.0% | +23.5% |
| 3Y | +116.0% | -25.0% | +141.0% | +137.4% |
| 5Y | +46.0% | -1.1% | +47.1% | +30.9% |
| 10Y | +231.7% | -47.6% | +279.4% | +187.0% |
| All | +231.7% | -47.8% | +279.6% | +187.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling