+37.0%
SOLS vs TAP
-9.8%
+46.9%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.2% | -3.8% | -0.3% |
| 7D | +14.0% | +1.3% | +12.7% | +14.2% |
| 30D | +10.0% | +5.7% | +4.2% | +9.7% |
| 3M | +5.8% | -1.9% | +7.7% | +6.1% |
| 6M | -25.2% | +0.9% | -26.1% | -25.2% |
| YTD | +36.5% | -9.5% | +46.0% | +41.9% |
| 1Y | +45.0% | -9.0% | +54.0% | +50.3% |
| All | +37.0% | -9.8% | +46.9% | +41.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling