+678.9%
STM vs TAP
-49.2%
+728.1%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.2% | +2.0% | +1.9% |
| 7D | +5.8% | -2.3% | +8.1% | +6.4% |
| 30D | -1.0% | -2.1% | +1.1% | -0.6% |
| 3M | -33.3% | +6.6% | -39.9% | -35.1% |
| 6M | +57.4% | -11.5% | +68.9% | +61.3% |
| YTD | +102.2% | -10.3% | +112.5% | +105.5% |
| 1Y | +99.6% | -14.4% | +114.0% | +105.3% |
| 3Y | +14.5% | -28.3% | +42.8% | +23.1% |
| 5Y | +21.4% | +1.7% | +19.7% | +15.4% |
| All | +678.9% | -49.2% | +728.1% | +670.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling