+260.6%
RL vs TAP
-23.3%
+283.8%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | -0.1% | +0.2% |
| 7D | +1.3% | -4.5% | +5.8% | +2.5% |
| 30D | +7.6% | +7.5% | +0.2% | +5.7% |
| 3M | -1.5% | -4.9% | +3.4% | -0.4% |
| 6M | +12.1% | -3.5% | +15.6% | +12.6% |
| YTD | +13.9% | -11.4% | +25.3% | +16.3% |
| 1Y | +20.7% | -10.8% | +31.5% | +22.7% |
| 3Y | +260.6% | -24.5% | +285.0% | +263.5% |
| All | +260.6% | -23.3% | +283.8% | +263.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling