-47.6%
TAP vs ACM
+133.7%
-181.3%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.6% | -0.3% | +0.1% |
| 7D | -4.5% | +6.6% | -11.1% | -6.4% |
| 30D | +7.5% | +19.8% | -12.3% | +1.7% |
| 3M | -4.9% | -3.1% | -1.7% | -4.4% |
| 6M | -3.5% | -11.5% | +8.0% | -0.8% |
| YTD | -11.4% | -24.7% | +13.3% | -5.3% |
| 1Y | -10.8% | -45.1% | +34.3% | +5.4% |
| 3Y | -24.5% | -8.9% | -15.6% | -26.0% |
| 5Y | +2.5% | +5.4% | -2.9% | -6.0% |
| 10Y | -47.6% | +131.1% | -178.7% | -62.5% |
| All | -47.6% | +133.7% | -181.3% | -62.5% |
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