+37.9%
SOLS vs TAP
-12.7%
+50.5%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.6% | -1.0% |
| 7D | +20.8% | -6.3% | +27.2% | +20.2% |
| 30D | +9.2% | +2.7% | +6.5% | +8.6% |
| 3M | +7.1% | -3.7% | +10.8% | +6.9% |
| 6M | -23.7% | -2.0% | -21.6% | -24.0% |
| YTD | +37.3% | -12.3% | +49.7% | +42.4% |
| 1Y | +42.2% | -10.1% | +52.2% | +44.0% |
| All | +37.9% | -12.7% | +50.5% | +41.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling