+46.8%
TGT vs TAP
-31.5%
+78.3%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.1% | +3.0% | +0.5% |
| 7D | -0.6% | -2.3% | +1.7% | +0.2% |
| 30D | +9.5% | -9.4% | +18.9% | +13.6% |
| 3M | +32.3% | -0.8% | +33.1% | +32.7% |
| 6M | +37.0% | -14.7% | +51.8% | +44.6% |
| YTD | +71.0% | -13.9% | +85.0% | +78.5% |
| 1Y | +85.0% | -18.6% | +103.6% | +96.9% |
| 3Y | +46.8% | -32.0% | +78.8% | +60.8% |
| All | +46.8% | -31.5% | +78.3% | +60.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling