+247.0%
RL vs TAP
-23.7%
+270.6%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.5% | +3.1% | -0.3% |
| 7D | -4.2% | +0.5% | -4.7% | -4.2% |
| 30D | +4.3% | +9.1% | -4.9% | +2.0% |
| 3M | -4.6% | -3.8% | -0.8% | -3.8% |
| 6M | +1.7% | -3.4% | +5.2% | +2.2% |
| YTD | +7.3% | -10.6% | +18.0% | +9.3% |
| 1Y | +20.8% | -4.4% | +25.2% | +20.5% |
| 3Y | +247.0% | -24.4% | +271.3% | +254.7% |
| All | +247.0% | -23.7% | +270.6% | +254.7% |
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