+0.5%
RGTI vs TAP
-14.5%
+15.0%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | 0.0% |
| 7D | -2.5% | -2.3% | -0.2% | -4.0% |
| 30D | -9.4% | -2.1% | -7.3% | -10.4% |
| 3M | -37.1% | +6.6% | -43.7% | -33.1% |
| 6M | -14.4% | -11.5% | -2.9% | -18.6% |
| YTD | -31.4% | -10.3% | -21.1% | -33.1% |
| 1Y | +0.5% | -14.4% | +14.9% | -8.0% |
| All | +0.5% | -14.5% | +15.0% | -8.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling