+8,630.0%
TER vs TAP
+821.1%
+7,808.8%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -4.5% | +7.1% | +3.4% |
| 7D | -20.5% | +0.5% | -21.0% | -20.7% |
| 30D | -47.0% | +9.1% | -56.2% | -48.1% |
| 3M | -43.3% | -3.8% | -39.5% | -43.4% |
| 6M | -42.9% | -3.4% | -39.5% | -43.5% |
| YTD | +12.9% | -10.6% | +23.5% | +13.1% |
| 1Y | +18.2% | -4.4% | +22.6% | +16.5% |
| 3Y | +151.8% | -24.4% | +176.2% | +157.4% |
| 5Y | +54.2% | +2.1% | +52.1% | +47.1% |
| 10Y | +908.2% | -48.7% | +957.0% | +960.2% |
| All | +8,630.0% | +821.1% | +7,808.8% | +5,876.6% |
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