+112.6%
SPOT vs TAP
-0.5%
+113.1%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.1% | -1.0% |
| 7D | -6.5% | -5.1% | -1.4% | -5.9% |
| 30D | +2.2% | -8.4% | +10.6% | +3.3% |
| 3M | +5.4% | -3.9% | +9.3% | +5.9% |
| 6M | -4.0% | -14.4% | +10.4% | -2.5% |
| YTD | -9.9% | -14.7% | +4.8% | -8.7% |
| 1Y | -27.3% | -18.7% | -8.6% | -25.9% |
| 3Y | +236.4% | -32.6% | +269.0% | +251.3% |
| 5Y | +112.6% | -1.4% | +114.0% | +97.8% |
| All | +112.6% | -0.5% | +113.1% | +97.8% |
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 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