+637.6%
TEAM vs TAP
-44.0%
+681.6%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.2% | +2.0% | +0.9% |
| 7D | -17.2% | -7.8% | -9.4% | -16.5% |
| 30D | -25.1% | +7.1% | -32.2% | -25.6% |
| 3M | +3.9% | -7.0% | +11.0% | +4.6% |
| 6M | +69.1% | -3.8% | +72.9% | +69.8% |
| YTD | -4.5% | -11.7% | +7.2% | -3.6% |
| 1Y | -1.9% | -10.1% | +8.3% | -1.2% |
| 3Y | -9.3% | -23.7% | +14.4% | -7.6% |
| 5Y | -65.2% | +2.9% | -68.1% | -64.8% |
| 10Y | +467.0% | -49.5% | +516.5% | +563.3% |
| All | +637.6% | -44.0% | +681.6% | +712.9% |
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