+6.9%
TAP vs RACE
+65.1%
-58.2%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.3% | +0.2% | -1.7% |
| 7D | +7.7% | +5.7% | +2.0% | +6.7% |
| 30D | +14.4% | +9.3% | +5.1% | +12.7% |
| 3M | +2.0% | +3.8% | -1.8% | +1.3% |
| 6M | +2.5% | +29.8% | -27.3% | -2.1% |
| YTD | -6.4% | +15.6% | -22.0% | -9.1% |
| 1Y | -2.3% | +5.1% | -7.4% | -3.7% |
| 3Y | -20.3% | +30.8% | -51.1% | -27.2% |
| 5Y | +6.9% | +67.4% | -60.5% | -11.8% |
| All | +6.9% | +65.1% | -58.2% | -11.8% |
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