+124.8%
SPOT vs TAP
+2.6%
+122.1%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.8% | -0.5% |
| 7D | +1.0% | -4.5% | +5.5% | +1.8% |
| 30D | +14.6% | +7.5% | +7.1% | +13.5% |
| 3M | +18.4% | -4.9% | +23.3% | +19.1% |
| 6M | +45.1% | -3.5% | +48.6% | +45.5% |
| YTD | +4.4% | -11.4% | +15.8% | +5.3% |
| 1Y | -2.7% | -10.8% | +8.1% | -1.9% |
| 3Y | +254.6% | -24.5% | +279.0% | +261.6% |
| 5Y | +124.8% | +2.5% | +122.3% | +105.7% |
| All | +124.8% | +2.6% | +122.1% | +105.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling