+41,132.7%
RMD vs TAP
+838.5%
+40,294.2%
-61.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.3% |
| 7D | -5.0% | -2.3% | -2.7% | -4.6% |
| 30D | +2.2% | -2.1% | +4.4% | +2.5% |
| 3M | +17.8% | +6.6% | +11.2% | +16.3% |
| 6M | -11.3% | -11.5% | +0.2% | -9.5% |
| YTD | -4.4% | -10.3% | +5.8% | -2.9% |
| 1Y | -15.7% | -14.4% | -1.3% | -13.8% |
| 3Y | +47.7% | -28.3% | +76.0% | +55.3% |
| 5Y | -19.2% | +1.7% | -20.9% | -21.3% |
| 10Y | +280.4% | -49.2% | +329.6% | +302.9% |
| All | +41,132.7% | +838.5% | +40,294.2% | +34,301.9% |
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