-24.4%
TAP vs COO
-25.3%
+1.0%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.8% | -2.7% | -4.1% |
| 7D | +0.5% | +4.7% | -4.2% | -0.3% |
| 30D | +9.1% | +13.9% | -4.8% | +6.5% |
| 3M | -3.8% | -14.9% | +11.2% | -0.9% |
| 6M | -3.4% | +2.0% | -5.5% | -3.7% |
| YTD | -10.6% | -23.9% | +13.3% | -6.5% |
| 1Y | -4.4% | -9.6% | +5.2% | -3.2% |
| 3Y | -24.4% | -25.4% | +1.1% | -23.7% |
| All | -24.4% | -25.3% | +1.0% | -23.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling