+1,395.2%
RL vs TAP
+454.4%
+940.9%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.2% | +2.2% | +2.1% |
| 7D | -0.8% | -2.3% | +1.5% | -0.1% |
| 30D | -7.8% | -2.1% | -5.6% | -7.2% |
| 3M | -4.0% | +6.6% | -10.6% | -6.2% |
| 6M | -1.9% | -11.5% | +9.6% | +1.5% |
| YTD | -0.2% | -10.3% | +10.1% | +2.4% |
| 1Y | +10.7% | -14.4% | +25.1% | +14.9% |
| 3Y | +210.8% | -28.3% | +239.0% | +236.9% |
| 5Y | +238.2% | +1.7% | +236.5% | +225.2% |
| 10Y | +313.4% | -49.2% | +362.6% | +363.7% |
| All | +1,395.2% | +454.4% | +940.9% | +950.4% |
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 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