+1,507.8%
RL vs TAP
+452.0%
+1,055.8%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.5% | +3.1% | +0.1% |
| 7D | -4.2% | +0.5% | -4.7% | -4.4% |
| 30D | +4.3% | +9.1% | -4.9% | +1.2% |
| 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% | +9.9% |
| 1Y | +20.8% | -4.4% | +25.2% | +20.8% |
| 3Y | +247.0% | -24.4% | +271.3% | +268.8% |
| 5Y | +225.5% | +2.1% | +223.4% | +211.7% |
| 10Y | +363.0% | -48.7% | +411.8% | +416.8% |
| All | +1,507.8% | +452.0% | +1,055.8% | +1,027.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling