-1.9%
TAP vs RACE
+62.4%
-64.3%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.5% | +2.1% | +0.1% |
| 7D | -6.3% | -4.0% | -2.3% | -5.7% |
| 30D | +2.7% | +3.5% | -0.8% | +2.1% |
| 3M | -3.7% | -0.4% | -3.3% | -3.7% |
| 6M | -2.0% | +23.2% | -25.2% | -5.5% |
| YTD | -12.3% | +11.0% | -23.3% | -14.3% |
| 1Y | -10.1% | -2.2% | -7.8% | -10.2% |
| 3Y | -25.3% | +22.5% | -47.8% | -30.8% |
| 5Y | -1.9% | +63.2% | -65.1% | -19.6% |
| All | -1.9% | +62.4% | -64.3% | -19.6% |
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