-50.0%
TAP vs RRC
+5.5%
-55.6%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.7% | -0.1% |
| 7D | -2.3% | +1.3% | -3.6% | -2.5% |
| 30D | -2.1% | +10.1% | -12.3% | -3.4% |
| 3M | +6.6% | +4.0% | +2.6% | +6.0% |
| 6M | -11.5% | +1.6% | -13.1% | -11.9% |
| YTD | -10.3% | +19.7% | -30.0% | -12.7% |
| 1Y | -14.4% | +21.4% | -35.8% | -17.1% |
| 3Y | -28.3% | +29.7% | -57.9% | -32.4% |
| 5Y | +1.7% | +153.9% | -152.2% | -16.9% |
| All | -50.0% | +5.5% | -55.6% | -65.4% |
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