-0.3%
SPOT vs TAP
+4.4%
-4.7%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +3.0% | +1.6% | +3.9% |
| 7D | +16.6% | +9.9% | +6.6% | +14.0% |
| 30D | +29.9% | +18.1% | +11.8% | +26.1% |
| 3M | +31.3% | +3.2% | +28.1% | +29.1% |
| 6M | +43.2% | +8.4% | +34.8% | +40.6% |
| YTD | +8.1% | -4.4% | +12.5% | +5.4% |
| 1Y | -0.3% | +3.2% | -3.5% | -3.2% |
| All | -0.3% | +4.4% | -4.7% | -3.2% |
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