+4.3%
TAP vs RVTY
-30.5%
+34.8%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | -0.1% |
| 7D | -2.3% | +1.1% | -3.4% | -2.5% |
| 30D | -2.1% | +13.2% | -15.4% | -3.8% |
| 3M | +6.6% | +27.2% | -20.6% | +2.9% |
| 6M | -11.5% | +32.4% | -43.9% | -15.3% |
| YTD | -10.3% | +34.9% | -45.1% | -14.6% |
| 1Y | -14.4% | +52.4% | -66.8% | -20.2% |
| 3Y | -28.3% | +12.3% | -40.6% | -31.1% |
| All | +4.3% | -30.5% | +34.8% | -3.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling