+32.1%
TAP vs GWRE
+793.8%
-761.6%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -7.8% | +3.7% | -3.2% |
| 7D | -2.3% | -25.6% | +23.2% | +0.6% |
| 30D | -9.4% | -12.2% | +2.8% | -8.5% |
| 3M | -0.8% | +17.7% | -18.5% | -3.2% |
| 6M | -14.7% | -11.3% | -3.4% | -14.7% |
| YTD | -13.9% | -25.5% | +11.6% | -12.4% |
| 1Y | -18.6% | -42.8% | +24.2% | -14.5% |
| 3Y | -32.0% | +59.0% | -91.0% | -39.0% |
| 5Y | -1.0% | +21.6% | -22.6% | -9.2% |
| 10Y | -51.4% | +139.2% | -190.5% | -61.0% |
| All | +32.1% | +793.8% | -761.6% | +1.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling