+179.0%
TAP vs SBAC
+2,208.1%
-2,029.1%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.1% | +0.9% | -0.1% |
| 7D | -2.3% | -0.8% | -1.5% | -2.3% |
| 30D | -2.1% | +6.9% | -9.1% | -2.6% |
| 3M | +6.6% | -8.2% | +14.8% | +7.2% |
| 6M | -11.5% | -1.6% | -9.9% | -11.6% |
| YTD | -10.3% | -0.1% | -10.1% | -10.5% |
| 1Y | -14.4% | -0.5% | -13.9% | -14.6% |
| 3Y | -28.3% | -9.1% | -19.2% | -28.2% |
| 5Y | +1.7% | -43.8% | +45.5% | +4.3% |
| 10Y | -49.2% | +80.5% | -129.7% | -51.1% |
| All | +179.0% | +2,208.1% | -2,029.1% | +135.8% |
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