+54.2%
RGTI vs TAP
-12.8%
+67.1%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.3% | -0.5% | +0.7% |
| 7D | +0.5% | -3.9% | +4.3% | +0.6% |
| 30D | -17.1% | -5.3% | -11.8% | -16.9% |
| 3M | -26.0% | -3.8% | -22.2% | -26.0% |
| 6M | -9.9% | -11.4% | +1.5% | -9.0% |
| YTD | -31.1% | -13.7% | -17.3% | -30.6% |
| 1Y | -8.5% | -17.2% | +8.7% | -7.5% |
| 3Y | +652.2% | -33.1% | +685.3% | +685.1% |
| 5Y | +56.8% | +0.8% | +56.0% | +60.9% |
| All | +54.2% | -12.8% | +67.1% | +58.6% |
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