-49.8%
TAP vs RVTY
+206.3%
-256.1%
-66.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +2.8% | -7.3% | -5.0% |
| 7D | +0.5% | -1.2% | +1.7% | +0.5% |
| 30D | +9.1% | +1.0% | +8.1% | +8.6% |
| 3M | -3.8% | +35.8% | -39.6% | -9.4% |
| 6M | -3.4% | +56.7% | -60.1% | -11.7% |
| YTD | -10.6% | +60.7% | -71.4% | -19.2% |
| 1Y | -4.4% | +73.7% | -78.1% | -14.9% |
| 3Y | -24.4% | +82.8% | -107.1% | -34.3% |
| 5Y | +2.1% | -7.0% | +9.1% | -1.5% |
| All | -49.8% | +206.3% | -256.1% | -67.1% |
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