+90.1%
STM vs TAP
-9.9%
+100.0%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | 0.0% | +0.5% |
| 7D | -7.9% | -4.5% | -3.4% | -9.3% |
| 30D | -14.1% | +7.5% | -21.6% | -11.6% |
| 3M | -17.6% | -4.9% | -12.7% | -17.6% |
| 6M | -24.2% | -3.5% | -20.7% | -22.6% |
| YTD | +73.3% | -11.4% | +84.7% | +77.7% |
| 1Y | +90.1% | -10.8% | +100.9% | +94.6% |
| All | +90.1% | -9.9% | +100.0% | +94.6% |
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