+6.9%
TAP vs ABCL
-30.0%
+36.9%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -9.4% | +7.3% | -2.1% |
| 7D | +7.7% | -14.9% | +22.6% | +7.8% |
| 30D | +14.4% | -15.4% | +29.8% | +14.5% |
| 3M | +2.0% | +88.0% | -86.0% | +0.9% |
| 6M | +2.5% | +138.8% | -136.4% | +0.4% |
| YTD | -6.4% | +225.4% | -231.9% | -9.3% |
| 1Y | -2.3% | +137.3% | -139.6% | -4.4% |
| 3Y | -20.3% | +136.8% | -157.1% | -23.8% |
| 5Y | +6.9% | -26.2% | +33.1% | +3.6% |
| All | +6.9% | -30.0% | +36.9% | +3.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 5y: compounded portfolio wealth divided by compounded ABCL 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…
5y analysis · Full analysis span regression · 6 months rolling