-81.4%
SMR vs TAP
-13.1%
-68.4%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -0.3% | -7.5% | -8.1% |
| 7D | +10.3% | -6.3% | +16.6% | +5.4% |
| 30D | -25.7% | +2.7% | -28.4% | -23.4% |
| 3M | -49.7% | -3.7% | -46.0% | -50.5% |
| 6M | -59.8% | -2.0% | -57.8% | -58.8% |
| YTD | -66.0% | -12.3% | -53.6% | -67.5% |
| 1Y | -81.4% | -10.1% | -71.4% | -81.8% |
| All | -81.4% | -13.1% | -68.4% | -81.8% |
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