+1,514.2%
RF vs TAP
+825.0%
+689.2%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | 0.0% |
| 7D | +1.3% | -2.3% | +3.6% | +2.0% |
| 30D | -3.6% | -2.1% | -1.5% | -3.2% |
| 3M | +8.1% | +6.6% | +1.5% | +5.9% |
| 6M | +11.5% | -11.5% | +23.0% | +14.7% |
| YTD | +15.6% | -10.3% | +25.8% | +18.1% |
| 1Y | +15.7% | -14.4% | +30.1% | +19.5% |
| 3Y | +86.9% | -28.3% | +115.2% | +100.7% |
| 5Y | +89.8% | +1.7% | +88.1% | +83.7% |
| 10Y | +344.7% | -49.2% | +393.9% | +394.0% |
| All | +1,514.2% | +825.0% | +689.2% | +1,082.0% |
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 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