-18.6%
TAP vs ACM
-47.1%
+28.5%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.8% | -3.3% | -4.0% |
| 7D | -2.3% | -0.3% | -2.0% | -2.3% |
| 30D | -9.4% | -12.9% | +3.5% | -8.8% |
| 3M | -0.8% | -6.4% | +5.6% | -0.5% |
| 6M | -14.7% | -29.2% | +14.5% | -14.8% |
| YTD | -13.9% | -29.9% | +16.0% | -14.1% |
| 1Y | -18.6% | -47.3% | +28.6% | -17.5% |
| All | -18.6% | -47.1% | +28.5% | -17.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling