-50.4%
TAP vs TCOM
-12.7%
-37.7%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.2% | +2.3% | -0.6% |
| 7D | -5.1% | -10.2% | +5.1% | -4.1% |
| 30D | -8.4% | -16.8% | +8.4% | -6.7% |
| 3M | -3.9% | -16.7% | +12.8% | -2.3% |
| 6M | -14.4% | -27.1% | +12.7% | -11.8% |
| YTD | -14.7% | -45.5% | +30.8% | -9.9% |
| 1Y | -18.7% | -45.9% | +27.2% | -14.1% |
| 3Y | -32.6% | +9.8% | -42.4% | -35.9% |
| 5Y | -1.4% | +23.8% | -25.2% | -11.1% |
| 10Y | -50.4% | -10.8% | -39.6% | -57.7% |
| All | -50.4% | -12.7% | -37.7% | -57.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 TCOM 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