-17.5%
RUN vs TAP
-23.0%
+5.5%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.3% | -0.4% |
| 7D | +1.3% | -2.3% | +3.6% | +2.0% |
| 30D | -15.3% | -2.1% | -13.1% | -14.7% |
| 3M | -40.0% | +6.6% | -46.6% | -41.4% |
| 6M | -27.0% | -11.5% | -15.5% | -24.8% |
| YTD | -51.7% | -10.3% | -41.4% | -50.8% |
| 1Y | -45.9% | -14.4% | -31.5% | -44.3% |
| 3Y | -43.8% | -28.3% | -15.5% | -38.9% |
| 5Y | -80.5% | +1.7% | -82.2% | -81.1% |
| 10Y | +45.3% | -49.2% | +94.5% | +46.0% |
| All | -17.5% | -23.0% | +5.5% | -13.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling