-51.6%
TAP vs HRB
+207.5%
-259.1%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.5% | 0.0% |
| 7D | -5.3% | -12.2% | +6.9% | -2.5% |
| 30D | -7.4% | -3.0% | -4.4% | -7.0% |
| 3M | -4.9% | +21.7% | -26.6% | -9.3% |
| 6M | -14.2% | +52.3% | -66.5% | -22.8% |
| YTD | -14.8% | +6.5% | -21.3% | -17.2% |
| 1Y | -18.1% | -6.7% | -11.4% | -18.0% |
| 3Y | -32.7% | +25.1% | -57.8% | -38.5% |
| 5Y | -0.5% | +113.8% | -114.3% | -23.5% |
| All | -51.6% | +207.5% | -259.1% | -67.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HRB.
Daily Out/Under-Performance
Portfolio return minus HRB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HRB 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 HRB 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