-9.4%
T vs TAP
-13.1%
+3.6%
-28.9%
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% | -0.3% |
| 7D | +1.6% | -6.3% | +8.0% | +3.8% |
| 30D | -2.9% | +2.7% | -5.6% | -3.9% |
| 3M | -7.5% | -3.7% | -3.8% | -6.9% |
| 6M | -9.9% | -2.0% | -7.9% | -9.9% |
| YTD | -6.4% | -12.3% | +5.9% | -4.2% |
| 1Y | -9.4% | -10.1% | +0.7% | -7.6% |
| All | -9.4% | -13.1% | +3.6% | -7.6% |
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