-34.1%
RUN vs TAP
-31.5%
-2.6%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -4.1% | +7.8% | +4.9% |
| 7D | +10.2% | -2.3% | +12.5% | +10.9% |
| 30D | -9.6% | -9.4% | -0.2% | -7.0% |
| 3M | -31.5% | -0.8% | -30.7% | -31.6% |
| 6M | -18.7% | -14.7% | -4.0% | -14.8% |
| YTD | -49.9% | -13.9% | -36.0% | -48.4% |
| 1Y | -45.5% | -18.6% | -26.9% | -42.5% |
| 3Y | -34.1% | -32.0% | -2.1% | -26.5% |
| All | -34.1% | -31.5% | -2.6% | -26.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling