+201.6%
TGT vs TAP
-46.0%
+247.6%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.2% | -2.9% | -0.6% |
| 7D | +2.6% | +1.3% | +1.4% | +2.2% |
| 30D | +4.7% | +5.7% | -1.0% | +2.9% |
| 3M | +4.6% | -1.9% | +6.5% | +5.0% |
| 6M | +34.9% | +0.9% | +33.9% | +34.2% |
| YTD | +70.9% | -9.5% | +80.4% | +74.5% |
| 1Y | +84.4% | -9.0% | +93.3% | +87.9% |
| 3Y | +69.1% | -22.2% | +91.4% | +78.7% |
| 5Y | -26.9% | +1.2% | -28.2% | -28.1% |
| All | +201.6% | -46.0% | +247.6% | +205.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling