+53.9%
RGTI vs TAP
-13.9%
+67.8%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.9% | -2.7% | -3.6% |
| 7D | +2.5% | -5.1% | +7.6% | +2.7% |
| 30D | -13.7% | -8.4% | -5.2% | -13.3% |
| 3M | -22.6% | -3.9% | -18.7% | -22.6% |
| 6M | -13.4% | -14.4% | +1.0% | -12.3% |
| YTD | -31.2% | -14.7% | -16.5% | -30.7% |
| 1Y | -7.6% | -18.7% | +11.0% | -6.4% |
| 3Y | +669.7% | -32.6% | +702.3% | +702.5% |
| 5Y | +57.0% | -1.4% | +58.4% | +61.3% |
| All | +53.9% | -13.9% | +67.8% | +58.4% |
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