-50.3%
TEAM vs TAP
+2.2%
-52.5%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.2% | -2.4% | -2.6% |
| 7D | -0.4% | -2.3% | +1.9% | 0.0% |
| 30D | +67.3% | -2.1% | +69.4% | +68.2% |
| 3M | +86.8% | +6.6% | +80.2% | +85.5% |
| 6M | +146.8% | -11.5% | +158.3% | +151.9% |
| YTD | +16.9% | -10.3% | +27.2% | +18.7% |
| 1Y | +12.8% | -14.4% | +27.2% | +15.5% |
| 3Y | -7.3% | -28.3% | +21.0% | -2.1% |
| All | -50.3% | +2.2% | -52.5% | -48.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling