+7,071.3%
TDY vs TAP
+173.6%
+6,897.7%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.1% | +3.2% | +0.3% |
| 7D | -0.9% | -2.3% | +1.4% | -0.3% |
| 30D | -12.5% | -9.4% | -3.1% | -10.1% |
| 3M | -1.2% | -0.8% | -0.4% | -1.5% |
| 6M | -6.6% | -14.7% | +8.2% | -3.0% |
| YTD | +18.5% | -13.9% | +32.4% | +22.2% |
| 1Y | +10.8% | -18.6% | +29.4% | +15.8% |
| 3Y | +47.5% | -32.0% | +79.5% | +60.1% |
| 5Y | +35.8% | -1.0% | +36.8% | +28.8% |
| 10Y | +459.0% | -51.4% | +510.3% | +520.0% |
| All | +7,071.3% | +173.6% | +6,897.7% | +5,324.1% |
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