-47.6%
TAP vs COO
+40.2%
-87.8%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.5% |
| 7D | -8.0% | -2.3% | -5.7% | -7.4% |
| 30D | +4.1% | +13.3% | -9.2% | +0.8% |
| 3M | -4.4% | -18.1% | +13.7% | +0.4% |
| 6M | -1.9% | +6.7% | -8.6% | -4.1% |
| YTD | -12.1% | -23.2% | +11.2% | -6.5% |
| 1Y | -12.0% | -12.3% | +0.2% | -10.0% |
| 3Y | -25.0% | -23.6% | -1.5% | -22.4% |
| 5Y | -1.1% | -38.7% | +37.6% | +7.4% |
| 10Y | -47.6% | +42.2% | -89.8% | -58.6% |
| All | -47.6% | +40.2% | -87.8% | -58.6% |
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