-24.5%
TAP vs ZYBT
-58.1%
+33.6%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.9% | -2.2% | -4.1% |
| 7D | -2.3% | -4.2% | +1.9% | -2.3% |
| 30D | -9.4% | -16.4% | +7.0% | -9.4% |
| 3M | -0.8% | +82.9% | -83.7% | -2.2% |
| 6M | -14.7% | +110.7% | -125.4% | -15.7% |
| YTD | -13.9% | +37.4% | -51.3% | -15.1% |
| 1Y | -18.6% | -80.6% | +62.0% | -20.0% |
| All | -24.5% | -58.1% | +33.6% | -29.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ZYBT.
Daily Out/Under-Performance
Portfolio return minus ZYBT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZYBT 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 ZYBT 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