-49.5%
TAP vs COO
+40.7%
-90.2%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.5% | -3.7% | -1.9% |
| 7D | -7.8% | +4.3% | -12.1% | -8.8% |
| 30D | +7.1% | +17.6% | -10.5% | +2.7% |
| 3M | -7.0% | -13.9% | +6.8% | -3.7% |
| 6M | -3.8% | +6.6% | -10.4% | -5.9% |
| YTD | -11.7% | -22.0% | +10.3% | -6.5% |
| 1Y | -10.1% | -8.8% | -1.3% | -8.9% |
| 3Y | -23.7% | -21.5% | -2.2% | -21.6% |
| 5Y | +2.9% | -41.0% | +43.9% | +13.2% |
| 10Y | -49.5% | +40.9% | -90.4% | -59.9% |
| All | -49.5% | +40.7% | -90.2% | -59.9% |
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