+202.8%
TER vs TAP
+2.2%
+200.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.2% | +5.7% | +5.5% |
| 7D | +0.6% | -2.3% | +2.9% | +0.8% |
| 30D | -8.3% | -2.1% | -6.1% | -8.2% |
| 3M | -12.2% | +6.6% | -18.8% | -13.5% |
| 6M | +17.1% | -11.5% | +28.6% | +18.8% |
| YTD | +84.7% | -10.3% | +94.9% | +86.5% |
| 1Y | +199.9% | -14.4% | +214.3% | +205.5% |
| 3Y | +232.8% | -28.3% | +261.0% | +254.0% |
| All | +202.8% | +2.2% | +200.7% | +180.8% |
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