+98.3%
STM vs TAP
-7.2%
+105.5%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.2% | -2.7% | +1.8% |
| 7D | +12.0% | +1.3% | +10.7% | +12.6% |
| 30D | -0.4% | +5.7% | -6.1% | +2.2% |
| 3M | -13.2% | -1.9% | -11.3% | -12.3% |
| 6M | -26.1% | +0.9% | -27.0% | -23.9% |
| YTD | +81.2% | -9.5% | +90.7% | +87.2% |
| 1Y | +98.3% | -9.0% | +107.3% | +104.8% |
| All | +98.3% | -7.2% | +105.5% | +104.8% |
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