+83.9%
TER vs TAP
-1.4%
+85.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.4% | -0.8% |
| 7D | +24.0% | -6.3% | +30.3% | +23.9% |
| 30D | -30.6% | +2.7% | -33.3% | -30.7% |
| 3M | -34.5% | -3.7% | -30.8% | -34.4% |
| 6M | -26.4% | -2.0% | -24.3% | -26.6% |
| YTD | +36.4% | -12.3% | +48.8% | +37.9% |
| 1Y | +47.4% | -10.1% | +57.5% | +48.1% |
| 3Y | +202.6% | -25.3% | +227.8% | +215.4% |
| 5Y | +83.9% | -1.9% | +85.8% | +73.8% |
| All | +83.9% | -1.4% | +85.3% | +73.8% |
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