-27.6%
TAP vs RRC
+31.1%
-58.6%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.7% | -0.1% |
| 7D | -2.3% | +1.3% | -3.6% | -2.4% |
| 30D | -2.1% | +10.1% | -12.3% | -2.4% |
| 3M | +6.6% | +4.0% | +2.6% | +6.4% |
| 6M | -11.5% | +1.6% | -13.1% | -11.6% |
| YTD | -10.3% | +19.7% | -30.0% | -10.6% |
| 1Y | -14.4% | +21.4% | -35.8% | -14.8% |
| All | -27.6% | +31.1% | -58.6% | -27.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling