+199.8%
TER vs TAP
-14.5%
+214.3%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -0.2% | +5.6% | +5.3% |
| 7D | +0.6% | -2.3% | +2.9% | -0.9% |
| 30D | -8.3% | -2.1% | -6.2% | -9.0% |
| 3M | -12.2% | +6.6% | -18.9% | -8.2% |
| 6M | +17.0% | -11.5% | +28.5% | +14.5% |
| YTD | +84.6% | -10.3% | +94.9% | +87.2% |
| 1Y | +199.8% | -14.4% | +214.2% | +196.3% |
| All | +199.8% | -14.5% | +214.3% | +196.3% |
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 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