+23.6%
TDY vs TAP
+4.4%
+19.3%
-15.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +3.0% | -7.8% | -4.5% |
| 7D | -5.0% | +9.9% | -15.0% | -4.3% |
| 30D | +2.0% | +18.1% | -16.1% | +3.2% |
| 3M | -7.7% | +3.2% | -10.9% | -7.3% |
| 6M | -0.9% | +8.4% | -9.3% | -0.2% |
| YTD | +23.7% | -4.4% | +28.2% | +24.5% |
| 1Y | +23.6% | +3.2% | +20.4% | +23.0% |
| All | +23.6% | +4.4% | +19.3% | +23.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling