+13,174.6%
TDG vs TAP
+95.1%
+13,079.5%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.5% | +0.4% |
| 7D | -2.0% | -2.3% | +0.3% | -1.2% |
| 30D | -7.4% | -2.1% | -5.2% | -6.8% |
| 3M | -5.4% | +6.6% | -12.0% | -7.9% |
| 6M | -11.6% | -11.5% | -0.1% | -8.5% |
| YTD | -12.6% | -10.3% | -2.4% | -10.5% |
| 1Y | -9.3% | -14.4% | +5.0% | -6.0% |
| 3Y | +49.2% | -28.3% | +77.5% | +61.1% |
| 5Y | +132.1% | +1.7% | +130.4% | +114.2% |
| 10Y | +544.8% | -49.2% | +594.0% | +616.4% |
| All | +13,174.6% | +95.1% | +13,079.5% | +8,971.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling