+303.6%
TD vs TAP
-47.8%
+351.4%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.1% | +0.5% |
| 7D | -3.1% | -8.0% | +4.9% | -0.8% |
| 30D | +6.7% | +4.1% | +2.6% | +5.2% |
| 3M | +3.1% | -4.4% | +7.5% | +3.9% |
| 6M | +17.6% | -1.9% | +19.6% | +17.1% |
| YTD | +34.8% | -12.1% | +46.8% | +37.8% |
| 1Y | +55.6% | -12.0% | +67.6% | +58.8% |
| 3Y | +133.1% | -25.0% | +158.1% | +144.9% |
| 5Y | +104.7% | -1.1% | +105.7% | +89.4% |
| 10Y | +303.6% | -47.6% | +351.2% | +276.2% |
| All | +303.6% | -47.8% | +351.4% | +276.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 TAP 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