+355.9%
RL vs TAP
-48.8%
+404.8%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | -0.1% | +0.1% |
| 7D | +1.3% | -4.5% | +5.8% | +3.3% |
| 30D | +7.6% | +7.5% | +0.2% | +4.0% |
| 3M | -1.5% | -4.9% | +3.4% | 0.0% |
| 6M | +12.1% | -3.5% | +15.6% | +12.7% |
| YTD | +13.9% | -11.4% | +25.3% | +17.8% |
| 1Y | +20.7% | -10.8% | +31.5% | +24.0% |
| 3Y | +260.6% | -24.5% | +285.0% | +289.5% |
| 5Y | +248.9% | +2.5% | +246.4% | +219.5% |
| 10Y | +355.9% | -47.6% | +403.5% | +354.4% |
| All | +355.9% | -48.8% | +404.8% | +354.4% |
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 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