-45.1%
RUN vs TAP
-19.6%
-25.5%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.9% | -3.6% | -4.6% |
| 7D | -1.8% | -5.1% | +3.3% | -2.3% |
| 30D | -10.8% | -8.4% | -2.4% | -11.8% |
| 3M | -30.2% | -3.9% | -26.2% | -30.0% |
| 6M | -22.3% | -14.4% | -8.0% | -24.1% |
| YTD | -52.2% | -14.7% | -37.4% | -53.5% |
| 1Y | -45.1% | -18.7% | -26.4% | -45.2% |
| All | -45.1% | -19.6% | -25.5% | -45.2% |
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