+3.2%
TAP vs PSLV
+7.9%
-4.6%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +6.0% | -3.0% | +3.1% |
| 7D | +9.9% | -2.6% | +12.6% | +9.8% |
| 30D | +18.1% | -14.2% | +32.3% | +17.7% |
| 3M | +3.2% | -12.2% | +15.4% | +2.9% |
| 6M | +8.4% | -28.1% | +36.5% | +8.3% |
| YTD | -4.4% | -28.2% | +23.8% | -4.5% |
| 1Y | +3.2% | +9.1% | -5.9% | +3.0% |
| All | +3.2% | +7.9% | -4.6% | +3.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 1y: compounded portfolio wealth divided by compounded PSLV 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…
1y analysis · Full analysis span regression · 6 months rolling