+16.1%
RL vs TAP
-13.1%
+29.1%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -0.8% |
| 7D | +2.4% | -6.3% | +8.7% | +3.6% |
| 30D | +4.6% | +2.7% | +1.9% | +4.2% |
| 3M | -1.1% | -3.7% | +2.6% | -0.3% |
| 6M | +16.5% | -2.0% | +18.6% | +16.7% |
| YTD | +11.4% | -12.3% | +23.8% | +12.4% |
| 1Y | +16.1% | -10.1% | +26.2% | +16.8% |
| All | +16.1% | -13.1% | +29.1% | +16.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling