+40.2%
TAP vs ACM
+230.8%
-190.5%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | -0.1% |
| 7D | -2.3% | -3.7% | +1.4% | -1.4% |
| 30D | -2.1% | -11.1% | +9.0% | +0.5% |
| 3M | +6.6% | -8.0% | +14.6% | +8.4% |
| 6M | -11.5% | -29.7% | +18.2% | -4.3% |
| YTD | -10.3% | -29.4% | +19.1% | -3.6% |
| 1Y | -14.4% | -46.4% | +32.0% | -1.9% |
| 3Y | -28.3% | -22.3% | -5.9% | -25.9% |
| 5Y | +1.7% | +4.5% | -2.8% | -3.4% |
| 10Y | -49.2% | +127.6% | -176.9% | -61.2% |
| All | +40.2% | +230.8% | -190.5% | -13.3% |
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