-47.6%
TAP vs ARWR
+1,021.8%
-1,069.5%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.5% | -0.8% |
| 7D | -8.0% | -19.9% | +11.9% | -7.3% |
| 30D | +4.1% | -18.7% | +22.8% | +4.8% |
| 3M | -4.4% | -44.7% | +40.3% | -2.3% |
| 6M | -1.9% | -36.5% | +34.6% | -0.6% |
| YTD | -12.1% | -25.7% | +13.6% | -11.6% |
| 1Y | -12.0% | +18.9% | -31.0% | -13.5% |
| 3Y | -25.0% | +83.1% | -108.1% | -29.0% |
| 5Y | -1.1% | -34.9% | +33.8% | -4.1% |
| 10Y | -47.6% | +1,080.9% | -1,128.5% | -53.8% |
| All | -47.6% | +1,021.8% | -1,069.5% | -53.8% |
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