+1,872.1%
T vs TAP
+825.0%
+1,047.1%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.2% | -1.8% | -1.9% |
| 7D | -1.3% | -2.3% | +1.0% | -0.8% |
| 30D | +11.4% | -2.1% | +13.5% | +11.8% |
| 3M | +14.3% | +6.6% | +7.7% | +12.8% |
| 6M | -9.3% | -11.5% | +2.2% | -7.3% |
| YTD | +7.1% | -10.3% | +17.4% | +9.0% |
| 1Y | -9.1% | -14.4% | +5.3% | -6.8% |
| 3Y | +105.3% | -28.3% | +133.6% | +116.1% |
| 5Y | +66.8% | +1.7% | +65.1% | +63.0% |
| 10Y | +66.8% | -49.2% | +116.0% | +77.9% |
| All | +1,872.1% | +825.0% | +1,047.1% | +1,216.4% |
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