-46.6%
TAP vs ARWR
+1,009.4%
-1,056.0%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.5% | +4.1% | -0.2% |
| 7D | -6.3% | -17.9% | +11.6% | -5.7% |
| 30D | +2.7% | -18.9% | +21.6% | +3.5% |
| 3M | -3.7% | -46.0% | +42.2% | -1.6% |
| 6M | -2.0% | -40.3% | +38.3% | -0.4% |
| YTD | -12.3% | -29.0% | +16.6% | -11.7% |
| 1Y | -10.1% | +13.8% | -23.9% | -11.4% |
| 3Y | -25.3% | +74.9% | -100.2% | -29.1% |
| 5Y | -1.9% | -36.2% | +34.3% | -4.9% |
| All | -46.6% | +1,009.4% | -1,056.0% | -52.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR 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 ARWR 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