-0.5%
TAP vs GWRE
+14.4%
-14.9%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.5% | +1.4% | 0.0% |
| 7D | -5.3% | -30.9% | +25.7% | -3.6% |
| 30D | -7.4% | -20.7% | +13.3% | -6.5% |
| 3M | -4.9% | +20.2% | -25.1% | -5.7% |
| 6M | -14.2% | -11.9% | -2.4% | -14.1% |
| YTD | -14.8% | -30.3% | +15.5% | -13.8% |
| 1Y | -18.1% | -44.6% | +26.5% | -16.0% |
| 3Y | -32.7% | +48.8% | -81.5% | -36.4% |
| 5Y | -0.5% | +14.8% | -15.2% | -8.9% |
| All | -0.5% | +14.4% | -14.9% | -8.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 5y: compounded portfolio wealth divided by compounded GWRE 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…
5y analysis · Full analysis span regression · 6 months rolling