-50.0%
TAP vs COO
+48.2%
-98.3%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.5% | +1.3% | +0.2% |
| 7D | -2.3% | -2.2% | -0.1% | -1.7% |
| 30D | -2.1% | -7.0% | +4.9% | -0.2% |
| 3M | +6.6% | +12.2% | -5.6% | +3.4% |
| 6M | -11.5% | -15.1% | +3.6% | -7.8% |
| YTD | -10.3% | -15.1% | +4.8% | -6.6% |
| 1Y | -14.4% | +2.3% | -16.7% | -15.6% |
| 3Y | -28.3% | -23.7% | -4.6% | -25.2% |
| 5Y | +1.7% | -38.9% | +40.6% | +11.8% |
| All | -50.0% | +48.2% | -98.3% | -60.4% |
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