+61,756.5%
SU vs TAP
+787.1%
+60,969.4%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.1% | +4.9% | +2.0% |
| 7D | -1.0% | -2.3% | +1.4% | -0.4% |
| 30D | +13.7% | -9.4% | +23.1% | +16.7% |
| 3M | +8.0% | -0.8% | +8.8% | +7.6% |
| 6M | +21.0% | -14.7% | +35.7% | +25.5% |
| YTD | +56.2% | -13.9% | +70.2% | +61.0% |
| 1Y | +72.2% | -18.6% | +90.8% | +79.7% |
| 3Y | +118.1% | -32.0% | +150.1% | +136.2% |
| 5Y | +350.3% | -1.0% | +351.3% | +330.3% |
| 10Y | +248.5% | -51.4% | +299.8% | +291.6% |
| All | +61,756.5% | +787.1% | +60,969.4% | +27,815.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling