+776.0%
TAP vs RRC
+1,499.3%
-723.3%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.4% | -0.3% |
| 7D | -6.3% | +2.5% | -8.9% | -6.5% |
| 30D | +2.7% | +21.1% | -18.4% | +1.0% |
| 3M | -3.7% | +28.4% | -32.1% | -5.7% |
| 6M | -2.0% | +26.5% | -28.5% | -4.0% |
| YTD | -12.3% | +47.0% | -59.4% | -15.2% |
| 1Y | -10.1% | +35.2% | -45.3% | -12.6% |
| 3Y | -25.3% | +61.0% | -86.3% | -28.9% |
| 5Y | -1.9% | +133.6% | -135.6% | -11.2% |
| 10Y | -47.8% | +72.1% | -119.9% | -55.7% |
| All | +776.0% | +1,499.3% | -723.3% | +500.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling