+796.8%
TAP vs RVTY
+2,416.7%
-1,619.9%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -3.9% |
| 3M | +6.6% | +27.2% | -20.6% | +2.8% |
| 6M | -11.5% | +32.4% | -43.9% | -15.5% |
| YTD | -10.3% | +34.9% | -45.1% | -14.7% |
| 1Y | -14.4% | +52.4% | -66.8% | -20.2% |
| 3Y | -28.3% | +12.3% | -40.6% | -31.1% |
| 5Y | +1.7% | -30.8% | +32.5% | +3.2% |
| 10Y | -49.2% | +150.7% | -199.9% | -57.9% |
| All | +796.8% | +2,416.7% | -1,619.9% | +359.9% |
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