-38.8%
TAP vs RACE
+647.6%
-686.4%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.9% | +1.7% | +0.2% |
| 7D | -2.3% | -2.5% | +0.2% | -1.8% |
| 30D | -2.1% | +0.8% | -2.9% | -2.3% |
| 3M | +6.6% | +17.2% | -10.5% | +3.1% |
| 6M | -11.5% | +13.6% | -25.1% | -14.1% |
| YTD | -10.3% | +12.2% | -22.5% | -12.8% |
| 1Y | -14.4% | -16.3% | +1.9% | -12.2% |
| 3Y | -28.3% | +36.4% | -64.7% | -35.2% |
| 5Y | +1.7% | +95.0% | -93.3% | -16.5% |
| 10Y | -49.2% | +813.2% | -862.5% | -69.0% |
| All | -38.8% | +647.6% | -686.4% | -62.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling