+73.3%
RUN vs TAP
-46.0%
+119.3%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.2% | -1.9% | +0.3% |
| 7D | -13.5% | +1.3% | -14.8% | -13.9% |
| 30D | +18.3% | +5.7% | +12.6% | +16.0% |
| 3M | -12.5% | -1.9% | -10.6% | -12.2% |
| 6M | -40.3% | +0.9% | -41.3% | -41.0% |
| YTD | -53.1% | -9.5% | -43.6% | -52.4% |
| 1Y | -54.3% | -9.0% | -45.3% | -53.8% |
| 3Y | -6.5% | -22.2% | +15.7% | -0.9% |
| 5Y | -85.3% | +1.2% | -86.5% | -85.9% |
| All | +73.3% | -46.0% | +119.3% | +79.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling