+48.2%
S vs TAP
-24.3%
+72.5%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.7% | +2.2% | +1.5% |
| 7D | +1.2% | -8.0% | +9.2% | +1.4% |
| 30D | -7.3% | +4.1% | -11.4% | -7.7% |
| 3M | +5.9% | -4.4% | +10.2% | +6.1% |
| 6M | +45.6% | -1.9% | +47.6% | +45.6% |
| YTD | +58.5% | -12.1% | +70.6% | +59.5% |
| 1Y | +37.6% | -12.0% | +49.7% | +38.3% |
| All | +48.2% | -24.3% | +72.5% | +58.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling