+1,407.5%
RF vs TAP
+864.5%
+543.0%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.1% | 0.0% | -1.6% |
| 7D | -1.6% | +7.7% | -9.3% | -3.7% |
| 30D | +5.0% | +14.4% | -9.4% | +1.0% |
| 3M | -10.0% | +2.0% | -12.0% | -10.8% |
| 6M | +3.3% | +2.5% | +0.9% | +2.0% |
| YTD | +7.9% | -6.4% | +14.4% | +8.8% |
| 1Y | +21.2% | -2.3% | +23.6% | +20.6% |
| 3Y | +105.8% | -20.3% | +126.1% | +114.5% |
| 5Y | +43.7% | +6.9% | +36.8% | +36.9% |
| 10Y | +289.4% | -46.3% | +335.8% | +325.6% |
| All | +1,407.5% | +864.5% | +543.0% | +988.8% |
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