+39.7%
TAP vs ACM
+233.3%
-193.7%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | 0.0% | -4.5% | -4.5% |
| 7D | +0.5% | +5.4% | -4.8% | -0.7% |
| 30D | +9.1% | +15.1% | -6.0% | +5.5% |
| 3M | -3.8% | -10.5% | +6.7% | -1.4% |
| 6M | -3.4% | -19.7% | +16.3% | +1.2% |
| YTD | -10.6% | -28.8% | +18.2% | -4.2% |
| 1Y | -4.4% | -47.9% | +43.5% | +10.4% |
| 3Y | -24.4% | -12.4% | -12.0% | -24.1% |
| 5Y | +2.1% | +0.6% | +1.5% | -2.0% |
| 10Y | -48.7% | +161.3% | -210.0% | -62.0% |
| All | +39.7% | +233.3% | -193.7% | -13.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling