-44.7%
S vs TAP
-13.2%
-31.5%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | -1.2% | +9.2% | +8.0% |
| 7D | +1.6% | -7.8% | +9.4% | +1.6% |
| 30D | -10.5% | +7.1% | -17.6% | -10.7% |
| 3M | +9.9% | -7.0% | +17.0% | +10.1% |
| 6M | +41.8% | -3.8% | +45.6% | +41.9% |
| YTD | +56.8% | -11.7% | +68.5% | +57.3% |
| 1Y | +39.0% | -10.1% | +49.1% | +39.2% |
| 3Y | +53.8% | -23.7% | +77.5% | +55.8% |
| 5Y | -68.6% | +2.9% | -71.5% | -64.9% |
| All | -44.7% | -13.2% | -31.5% | -41.6% |
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