+31.0%
TAP vs PSLV
+57.8%
-26.8%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -2.3% | +5.5% | +3.4% |
| 7D | +1.3% | -6.3% | +7.6% | +1.7% |
| 30D | +5.7% | -12.7% | +18.4% | +6.7% |
| 3M | -1.9% | -24.7% | +22.8% | 0.0% |
| 6M | +0.9% | -44.6% | +45.5% | +5.4% |
| YTD | -9.5% | -33.3% | +23.8% | -8.6% |
| 1Y | -9.0% | -8.6% | -0.4% | -11.2% |
| 3Y | -22.2% | +108.2% | -130.4% | -31.5% |
| 5Y | +1.2% | +79.1% | -77.9% | -9.9% |
| 10Y | -46.1% | +137.7% | -183.8% | -54.6% |
| All | +31.0% | +57.8% | -26.8% | +8.3% |
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