-9.6%
RUN vs TAP
-24.2%
+14.6%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.2% | -1.2% | -2.1% |
| 7D | +18.1% | -7.8% | +25.9% | +20.7% |
| 30D | +27.5% | +7.1% | +20.4% | +24.8% |
| 3M | -4.5% | -7.0% | +2.5% | -2.7% |
| 6M | -33.3% | -3.8% | -29.5% | -33.1% |
| YTD | -47.1% | -11.7% | -35.4% | -46.0% |
| 1Y | -43.1% | -10.1% | -33.0% | -42.4% |
| 3Y | -3.0% | -23.7% | +20.7% | +2.9% |
| 5Y | -82.6% | +2.9% | -85.5% | -83.3% |
| 10Y | +103.3% | -49.5% | +152.8% | +104.3% |
| All | -9.6% | -24.2% | +14.6% | -5.3% |
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