-46.4%
TAP vs RVTY
+219.4%
-265.8%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.6% |
| 7D | -8.0% | -0.7% | -7.3% | -7.9% |
| 30D | +4.1% | +1.7% | +2.3% | +3.4% |
| 3M | -4.4% | +36.8% | -41.2% | -10.0% |
| 6M | -1.9% | +60.1% | -62.0% | -10.6% |
| YTD | -12.1% | +64.0% | -76.0% | -20.8% |
| 1Y | -12.0% | +68.2% | -80.3% | -21.2% |
| 3Y | -25.0% | +88.8% | -113.8% | -35.3% |
| 5Y | -1.1% | -10.5% | +9.4% | -3.5% |
| All | -46.4% | +219.4% | -265.8% | -65.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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