+88.6%
TGT vs TAP
+4.4%
+84.2%
-12.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +3.0% | +2.6% | +4.4% |
| 7D | +9.5% | +9.9% | -0.4% | +5.5% |
| 30D | +6.6% | +18.1% | -11.5% | 0.0% |
| 3M | +11.0% | +3.2% | +7.8% | +9.4% |
| 6M | +29.9% | +8.4% | +21.4% | +25.9% |
| YTD | +71.4% | -4.4% | +75.9% | +66.7% |
| 1Y | +88.6% | +3.2% | +85.4% | +76.3% |
| All | +88.6% | +4.4% | +84.2% | +76.3% |
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