-85.6%
SMR vs TAP
+4.4%
-90.0%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +3.0% | -7.5% | -2.4% |
| 7D | -9.5% | +9.9% | -19.5% | -2.9% |
| 30D | -33.2% | +18.1% | -51.3% | -24.3% |
| 3M | -45.9% | +3.2% | -49.1% | -44.2% |
| 6M | -57.9% | +8.4% | -66.3% | -53.9% |
| YTD | -63.8% | -4.4% | -59.4% | -63.7% |
| 1Y | -85.6% | +3.2% | -88.8% | -85.8% |
| All | -85.6% | +4.4% | -90.0% | -85.8% |
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