-44.9%
TAP vs COO
+41.1%
-86.0%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.7% | +2.5% | +3.0% |
| 7D | +1.3% | +0.5% | +0.8% | +1.1% |
| 30D | +5.7% | +14.2% | -8.4% | +2.2% |
| 3M | -1.9% | -18.2% | +16.3% | +3.0% |
| 6M | +0.9% | +5.3% | -4.4% | -0.9% |
| YTD | -9.5% | -23.6% | +14.1% | -3.7% |
| 1Y | -9.0% | -12.7% | +3.7% | -6.7% |
| 3Y | -22.2% | -24.2% | +1.9% | -19.4% |
| 5Y | +1.2% | -40.0% | +41.2% | +10.7% |
| All | -44.9% | +41.1% | -86.0% | -57.0% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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