+65.3%
T vs TAP
-52.1%
+117.4%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.1% | +3.8% | +1.0% |
| 7D | -1.5% | -2.3% | +0.8% | -0.8% |
| 30D | +7.6% | -9.4% | +17.0% | +10.9% |
| 3M | +15.3% | -0.8% | +16.1% | +15.4% |
| 6M | -8.5% | -14.7% | +6.3% | -4.1% |
| YTD | +6.8% | -13.9% | +20.7% | +11.2% |
| 1Y | -7.2% | -18.6% | +11.4% | -2.0% |
| 3Y | +108.2% | -32.0% | +140.3% | +130.0% |
| 5Y | +66.1% | -1.0% | +67.0% | +57.8% |
| 10Y | +65.3% | -51.4% | +116.7% | +71.6% |
| All | +65.3% | -52.1% | +117.4% | +71.6% |
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 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