+125.7%
SU vs TAP
-33.0%
+158.7%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.9% | +2.6% | +1.7% |
| 7D | +1.6% | -5.1% | +6.7% | +2.0% |
| 30D | +10.7% | -8.4% | +19.2% | +11.5% |
| 3M | +13.5% | -3.9% | +17.4% | +13.6% |
| 6M | +21.8% | -14.4% | +36.2% | +23.5% |
| YTD | +58.8% | -14.7% | +73.6% | +60.6% |
| 1Y | +72.0% | -18.7% | +90.7% | +75.1% |
| All | +125.7% | -33.0% | +158.7% | +133.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling