+84.9%
RUN vs TAP
-48.8%
+133.8%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | +0.3% | -10.9% | -10.7% |
| 7D | +0.3% | -4.5% | +4.9% | +1.7% |
| 30D | +14.0% | +7.5% | +6.5% | +11.2% |
| 3M | -11.8% | -4.9% | -6.9% | -10.6% |
| 6M | -40.4% | -3.5% | -36.9% | -40.2% |
| YTD | -52.7% | -11.4% | -41.2% | -51.7% |
| 1Y | -52.5% | -10.8% | -41.7% | -51.7% |
| 3Y | -7.7% | -24.5% | +16.7% | -1.3% |
| 5Y | -83.9% | +2.5% | -86.3% | -84.6% |
| 10Y | +84.9% | -47.6% | +132.5% | +92.8% |
| All | +84.9% | -48.8% | +133.8% | +92.8% |
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