-44.0%
S vs TAP
-13.5%
-30.5%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.7% | +2.2% | +1.5% |
| 7D | +1.2% | -8.0% | +9.2% | +1.3% |
| 30D | -7.3% | +4.1% | -11.4% | -7.5% |
| 3M | +5.9% | -4.4% | +10.2% | +6.0% |
| 6M | +45.6% | -1.9% | +47.6% | +45.6% |
| YTD | +58.5% | -12.1% | +70.6% | +59.0% |
| 1Y | +37.6% | -12.0% | +49.7% | +38.0% |
| 3Y | +51.7% | -25.0% | +76.7% | +53.6% |
| 5Y | -67.5% | -1.1% | -66.4% | -64.3% |
| All | -44.0% | -13.5% | -30.5% | -40.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling