+346.0%
RL vs TAP
-47.8%
+393.9%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.7% | -1.1% |
| 7D | -4.4% | -8.0% | +3.6% | -1.0% |
| 30D | +5.6% | +4.1% | +1.5% | +3.5% |
| 3M | -0.6% | -4.4% | +3.7% | +0.6% |
| 6M | +15.5% | -1.9% | +17.4% | +15.2% |
| YTD | +12.3% | -12.1% | +24.4% | +16.5% |
| 1Y | +19.3% | -12.0% | +31.4% | +23.4% |
| 3Y | +255.5% | -25.0% | +280.6% | +285.3% |
| 5Y | +247.1% | -1.1% | +248.1% | +223.1% |
| 10Y | +346.0% | -47.6% | +393.7% | +345.4% |
| All | +346.0% | -47.8% | +393.9% | +345.4% |
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