+58.8%
T vs TAP
-48.8%
+107.7%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.3% | +0.3% | +0.5% |
| 7D | +2.6% | -4.5% | +7.1% | +4.1% |
| 30D | -1.1% | +7.5% | -8.6% | -3.5% |
| 3M | -7.7% | -4.9% | -2.9% | -6.5% |
| 6M | -10.6% | -3.5% | -7.1% | -10.0% |
| YTD | -7.5% | -11.4% | +4.0% | -4.7% |
| 1Y | -7.4% | -10.8% | +3.4% | -5.0% |
| 3Y | +63.1% | -24.5% | +87.5% | +73.9% |
| 5Y | +55.2% | +2.5% | +52.7% | +45.8% |
| 10Y | +58.8% | -47.6% | +106.4% | +58.1% |
| All | +58.8% | -48.8% | +107.7% | +58.1% |
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 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