-51.4%
TAP vs SBAC
+76.8%
-128.1%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.4% | -3.7% | -4.0% |
| 7D | -2.3% | -0.1% | -2.3% | -2.3% |
| 30D | -9.4% | +3.2% | -12.6% | -10.2% |
| 3M | -0.8% | -5.1% | +4.3% | +0.3% |
| 6M | -14.7% | -2.1% | -12.6% | -15.1% |
| YTD | -13.9% | -0.5% | -13.4% | -14.8% |
| 1Y | -18.6% | +1.1% | -19.7% | -19.9% |
| 3Y | -32.0% | -7.4% | -24.6% | -32.4% |
| 5Y | -1.0% | -44.3% | +43.3% | +10.7% |
| 10Y | -51.4% | +77.6% | -128.9% | -64.7% |
| All | -51.4% | +76.8% | -128.1% | -64.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 SBAC 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