+9.5%
S vs TAP
-14.5%
+24.0%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.4% |
| 7D | -7.7% | -2.3% | -5.4% | -7.8% |
| 30D | -5.3% | -2.1% | -3.2% | -5.3% |
| 3M | +20.3% | +6.6% | +13.7% | +20.9% |
| 6M | +47.4% | -11.5% | +58.9% | +47.5% |
| YTD | +32.5% | -10.3% | +42.8% | +31.7% |
| 1Y | +9.5% | -14.4% | +23.9% | +9.4% |
| All | +9.5% | -14.5% | +24.0% | +9.4% |
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