+782.4%
TAP vs RVTY
+3,007.5%
-2,225.1%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.6% | -4.8% | -1.7% |
| 7D | -7.8% | +6.0% | -13.8% | -8.7% |
| 30D | +7.1% | +4.3% | +2.8% | +6.2% |
| 3M | -7.0% | +40.2% | -47.3% | -11.8% |
| 6M | -3.8% | +59.3% | -63.1% | -10.6% |
| YTD | -11.7% | +66.5% | -78.2% | -18.9% |
| 1Y | -10.1% | +77.5% | -87.6% | -18.2% |
| 3Y | -23.7% | +92.5% | -116.2% | -32.1% |
| 5Y | +2.9% | -6.8% | +9.7% | -0.2% |
| 10Y | -49.5% | +225.4% | -274.9% | -59.8% |
| All | +782.4% | +3,007.5% | -2,225.1% | +337.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling