-2.1%
TAP vs RACE
+64.4%
-66.5%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.4% | +1.8% | +3.0% |
| 7D | +1.3% | -1.2% | +2.5% | +1.5% |
| 30D | +5.7% | +6.1% | -0.4% | +4.7% |
| 3M | -1.9% | -0.3% | -1.6% | -1.9% |
| 6M | +0.9% | +23.4% | -22.5% | -2.7% |
| YTD | -9.5% | +12.5% | -22.0% | -11.7% |
| 1Y | -9.0% | -0.5% | -8.5% | -9.4% |
| 3Y | -22.2% | +23.6% | -45.9% | -28.1% |
| All | -2.1% | +64.4% | -66.5% | -20.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE 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 5y: compounded portfolio wealth divided by compounded RACE 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…
5y analysis · Full analysis span regression · 6 months rolling