-15.8%
RUN vs TAP
-24.5%
+8.7%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -0.7% | +4.9% | +4.3% |
| 7D | +3.2% | -8.0% | +11.2% | +5.6% |
| 30D | +19.5% | +4.1% | +15.4% | +17.9% |
| 3M | -9.6% | -4.4% | -5.2% | -8.7% |
| 6M | -37.3% | -1.9% | -35.4% | -37.4% |
| YTD | -50.7% | -12.1% | -38.6% | -49.6% |
| 1Y | -54.1% | -12.0% | -42.0% | -53.2% |
| 3Y | -3.9% | -25.0% | +21.1% | +2.5% |
| 5Y | -84.4% | -1.1% | -83.3% | -84.8% |
| 10Y | +77.5% | -47.6% | +125.1% | +77.9% |
| All | -15.8% | -24.5% | +8.7% | -11.7% |
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