+24.5%
TAP vs PSLV
+115.4%
-90.9%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.7% | -3.4% | -4.0% |
| 7D | -2.3% | +2.7% | -5.0% | -2.5% |
| 30D | -9.4% | +3.5% | -12.9% | -9.7% |
| 3M | -0.8% | +0.3% | -1.1% | -1.0% |
| 6M | -14.7% | -21.0% | +6.3% | -13.5% |
| YTD | -13.9% | -8.9% | -5.0% | -15.0% |
| 1Y | -18.6% | +54.0% | -72.6% | -24.2% |
| 3Y | -32.0% | +175.4% | -207.5% | -41.2% |
| 5Y | -1.0% | +157.7% | -158.6% | -14.3% |
| 10Y | -51.4% | +184.9% | -236.3% | -59.4% |
| All | +24.5% | +115.4% | -90.9% | +0.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling