-2.1%
TAP vs RRC
+134.0%
-136.1%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.7% | +2.5% | +3.2% |
| 7D | +1.3% | +6.4% | -5.1% | +0.9% |
| 30D | +5.7% | +23.9% | -18.2% | +4.0% |
| 3M | -1.9% | +30.2% | -32.1% | -3.9% |
| 6M | +0.9% | +26.3% | -25.3% | -0.9% |
| YTD | -9.5% | +48.1% | -57.6% | -12.3% |
| 1Y | -9.0% | +37.7% | -46.6% | -11.3% |
| 3Y | -22.2% | +60.3% | -82.5% | -26.0% |
| All | -2.1% | +134.0% | -136.1% | -10.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling