-44.9%
TAP vs ACM
+132.6%
-177.5%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.6% | +2.7% | +3.1% |
| 7D | +1.3% | +5.6% | -4.4% | -0.5% |
| 30D | +5.7% | +20.8% | -15.1% | -0.4% |
| 3M | -1.9% | +11.4% | -13.3% | -5.4% |
| 6M | +0.9% | +0.9% | 0.0% | -0.1% |
| YTD | -9.5% | -24.8% | +15.3% | -2.9% |
| 1Y | -9.0% | -46.4% | +37.5% | +9.1% |
| 3Y | -22.2% | -9.2% | -13.0% | -23.9% |
| 5Y | +1.2% | +5.0% | -3.8% | -7.5% |
| All | -44.9% | +132.6% | -177.5% | -62.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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