+42.1%
RF vs TAP
+2.0%
+40.2%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.5% | +4.1% | +1.1% |
| 7D | -0.9% | +0.5% | -1.4% | -1.2% |
| 30D | +6.0% | +9.1% | -3.1% | +2.8% |
| 3M | -8.9% | -3.8% | -5.1% | -8.2% |
| 6M | +2.3% | -3.4% | +5.8% | +2.8% |
| YTD | +7.6% | -10.6% | +18.2% | +10.1% |
| 1Y | +21.2% | -4.4% | +25.6% | +20.8% |
| 3Y | +108.5% | -24.4% | +132.9% | +122.9% |
| All | +42.1% | +2.0% | +40.2% | +20.2% |
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 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