-48.8%
S vs TAP
-12.1%
-36.7%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -4.5% | +6.1% | +1.7% |
| 7D | -13.4% | +0.5% | -14.0% | -13.4% |
| 30D | -14.0% | +9.1% | -23.1% | -14.3% |
| 3M | +4.9% | -3.8% | +8.7% | +5.0% |
| 6M | +42.0% | -3.4% | +45.5% | +42.2% |
| YTD | +45.1% | -10.6% | +55.8% | +45.5% |
| 1Y | +33.1% | -4.4% | +37.5% | +32.8% |
| 3Y | +40.6% | -24.4% | +65.0% | +42.4% |
| 5Y | -67.5% | +2.1% | -69.5% | -64.0% |
| All | -48.8% | -12.1% | -36.7% | -45.9% |
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