+43.2%
TER vs TAP
+4.4%
+38.8%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +3.0% | -9.8% | -4.9% |
| 7D | -19.9% | +9.9% | -29.8% | -14.4% |
| 30D | -43.5% | +18.1% | -61.7% | -36.8% |
| 3M | -37.8% | +3.2% | -41.0% | -34.5% |
| 6M | -25.6% | +8.4% | -34.0% | -19.2% |
| YTD | +29.8% | -4.4% | +34.2% | +41.4% |
| 1Y | +43.2% | +3.2% | +39.9% | +57.4% |
| All | +43.2% | +4.4% | +38.8% | +57.4% |
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