+33.8%
SOLS vs TAP
-14.3%
+48.0%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -4.1% | +5.4% | +1.5% |
| 7D | +4.5% | -2.3% | +6.8% | +4.7% |
| 30D | +6.0% | -9.4% | +15.4% | +6.8% |
| 3M | -19.7% | -0.8% | -18.9% | -20.5% |
| 6M | -10.4% | -14.7% | +4.4% | -5.8% |
| YTD | +33.3% | -13.9% | +47.2% | +38.8% |
| All | +33.8% | -14.3% | +48.0% | +37.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling