-27.3%
SPOT vs TAP
-19.6%
-7.6%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.1% | -1.0% |
| 7D | -6.5% | -5.1% | -1.4% | -6.1% |
| 30D | +2.2% | -8.4% | +10.6% | +2.8% |
| 3M | +5.4% | -3.9% | +9.3% | +5.9% |
| 6M | -4.0% | -14.4% | +10.4% | -4.2% |
| YTD | -9.9% | -14.7% | +4.8% | -10.2% |
| 1Y | -27.3% | -18.7% | -8.6% | -26.8% |
| All | -27.3% | -19.6% | -7.6% | -26.8% |
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