+177.8%
TAP vs SBAC
+2,207.9%
-2,030.0%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.9% | -2.6% | -4.4% |
| 7D | +0.5% | +1.2% | -0.7% | +0.4% |
| 30D | +9.1% | +11.2% | -2.0% | +8.4% |
| 3M | -3.8% | +4.5% | -8.2% | -4.1% |
| 6M | -3.4% | -12.2% | +8.7% | -2.7% |
| YTD | -10.6% | -0.1% | -10.5% | -10.9% |
| 1Y | -4.4% | -0.3% | -4.2% | -4.7% |
| 3Y | -24.4% | -8.7% | -15.6% | -24.3% |
| 5Y | +2.1% | -40.2% | +42.2% | +4.3% |
| 10Y | -48.7% | +97.3% | -146.1% | -50.9% |
| All | +177.8% | +2,207.9% | -2,030.0% | +134.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling