-53.9%
RUN vs TAP
+4.4%
-58.2%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.0% | -1.8% | +1.1% |
| 7D | +18.5% | +9.9% | +8.5% | +17.9% |
| 30D | +15.5% | +18.1% | -2.6% | +15.5% |
| 3M | -20.3% | +3.2% | -23.5% | -21.1% |
| 6M | -30.8% | +8.4% | -39.2% | -30.6% |
| YTD | -52.2% | -4.4% | -47.8% | -53.8% |
| 1Y | -53.9% | +3.2% | -57.1% | -54.4% |
| All | -53.9% | +4.4% | -58.2% | -54.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling