+55.6%
RGTI vs TAP
-1.4%
+57.0%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.4% | -0.5% |
| 7D | -0.1% | -5.3% | +5.1% | +0.1% |
| 30D | -16.2% | -7.4% | -8.8% | -15.9% |
| 3M | -22.0% | -4.9% | -17.1% | -22.0% |
| 6M | -10.8% | -14.2% | +3.4% | -9.6% |
| YTD | -31.6% | -14.8% | -16.7% | -31.1% |
| 1Y | -6.4% | -18.1% | +11.7% | -5.2% |
| 3Y | +665.7% | -32.7% | +698.4% | +701.9% |
| All | +55.6% | -1.4% | +57.0% | +61.2% |
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