+467.2%
TDY vs TAP
-49.9%
+517.0%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.3% | -0.1% | +0.9% |
| 7D | -1.1% | -3.9% | +2.8% | 0.0% |
| 30D | -12.0% | -5.3% | -6.8% | -10.8% |
| 3M | -3.2% | -3.8% | +0.6% | -2.7% |
| 6M | -7.9% | -11.4% | +3.5% | -5.4% |
| YTD | +18.2% | -13.7% | +32.0% | +21.8% |
| 1Y | +6.7% | -17.2% | +23.8% | +10.9% |
| 3Y | +47.5% | -33.1% | +80.6% | +61.5% |
| 5Y | +39.5% | +0.8% | +38.7% | +29.2% |
| All | +467.2% | -49.9% | +517.0% | +439.3% |
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