+200.6%
TGT vs TAP
-47.7%
+248.2%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.3% | -0.8% | -1.0% |
| 7D | +2.6% | -6.3% | +8.9% | +4.5% |
| 30D | +6.6% | +2.7% | +3.9% | +5.7% |
| 3M | +5.2% | -3.7% | +8.9% | +6.3% |
| 6M | +35.3% | -2.0% | +37.4% | +35.9% |
| YTD | +70.3% | -12.3% | +82.7% | +75.6% |
| 1Y | +81.2% | -10.1% | +91.2% | +85.3% |
| 3Y | +66.9% | -25.3% | +92.2% | +78.4% |
| 5Y | -27.2% | -1.9% | -25.2% | -27.7% |
| All | +200.6% | -47.7% | +248.2% | +206.9% |
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