+373.0%
RL vs TAP
-49.5%
+422.5%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -1.2% | +7.0% | +6.3% |
| 7D | +0.2% | -7.8% | +8.1% | +3.7% |
| 30D | +7.3% | +7.1% | +0.2% | +3.9% |
| 3M | +1.0% | -7.0% | +8.1% | +3.6% |
| 6M | +11.8% | -3.8% | +15.6% | +12.5% |
| YTD | +13.6% | -11.7% | +25.3% | +17.6% |
| 1Y | +24.0% | -10.1% | +34.2% | +27.1% |
| 3Y | +256.6% | -23.7% | +280.3% | +283.1% |
| 5Y | +240.2% | +2.9% | +237.3% | +211.2% |
| 10Y | +373.0% | -49.5% | +422.4% | +361.5% |
| All | +373.0% | -49.5% | +422.5% | +361.5% |
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