-69.4%
SMR vs TAP
-19.6%
-49.8%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.9% | -2.4% | -4.0% |
| 7D | +13.1% | -5.1% | +18.2% | +9.3% |
| 30D | +17.8% | -8.4% | +26.2% | +11.0% |
| 3M | +8.1% | -3.9% | +12.0% | +7.1% |
| 6M | -11.1% | -14.4% | +3.3% | -17.2% |
| YTD | -23.7% | -14.7% | -9.0% | -29.2% |
| 1Y | -69.4% | -18.7% | -50.7% | -71.1% |
| All | -69.4% | -19.6% | -49.8% | -71.1% |
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