-47.6%
TAP vs RRC
+72.2%
-119.8%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.3% | -2.0% | -0.9% |
| 7D | -8.0% | -0.5% | -7.5% | -7.9% |
| 30D | +4.1% | +25.2% | -21.1% | +0.8% |
| 3M | -4.4% | +27.8% | -32.2% | -7.7% |
| 6M | -1.9% | +27.2% | -29.2% | -5.4% |
| YTD | -12.1% | +48.2% | -60.2% | -17.1% |
| 1Y | -12.0% | +34.7% | -46.7% | -16.1% |
| 3Y | -25.0% | +62.2% | -87.3% | -31.5% |
| 5Y | -1.1% | +130.9% | -132.0% | -17.6% |
| 10Y | -47.6% | +73.4% | -121.1% | -66.3% |
| All | -47.6% | +72.2% | -119.8% | -66.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 10y: compounded portfolio wealth divided by compounded RRC 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…
10y analysis · Full analysis span regression · 6 months rolling