+32.1%
SOLS vs TAP
-10.6%
+42.7%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.2% | +4.0% | +3.9% |
| 7D | +0.3% | -2.3% | +2.6% | +0.5% |
| 30D | +2.1% | -2.1% | +4.2% | +2.3% |
| 3M | -24.1% | +6.6% | -30.8% | -25.9% |
| 6M | -15.0% | -11.5% | -3.5% | -10.7% |
| YTD | +31.6% | -10.3% | +41.9% | +36.7% |
| All | +32.1% | -10.6% | +42.7% | +35.8% |
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