-28.5%
TAP vs SBAC
-7.2%
-21.3%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.1% | +0.9% | +0.1% |
| 7D | -2.3% | -0.8% | -1.5% | -2.1% |
| 30D | -2.1% | +6.9% | -9.1% | -3.8% |
| 3M | +6.6% | -8.2% | +14.8% | +8.6% |
| 6M | -11.5% | -1.6% | -9.9% | -11.9% |
| YTD | -10.3% | -0.1% | -10.1% | -11.2% |
| 1Y | -14.4% | -0.5% | -13.9% | -15.4% |
| All | -28.5% | -7.2% | -21.3% | -29.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling