-12.5%
TLT vs TAP
-49.5%
+37.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | 0.0% |
| 7D | +0.3% | -7.8% | +8.1% | 0.0% |
| 30D | +5.1% | +7.1% | -2.0% | +5.4% |
| 3M | -0.2% | -7.0% | +6.9% | -0.4% |
| 6M | -2.9% | -3.8% | +0.9% | -3.0% |
| YTD | -2.7% | -11.7% | +9.0% | -3.0% |
| 1Y | -4.6% | -10.1% | +5.5% | -4.9% |
| 3Y | +6.1% | -23.7% | +29.8% | +5.3% |
| 5Y | -35.1% | +2.9% | -38.0% | -33.3% |
| 10Y | -12.5% | -49.5% | +37.0% | -4.5% |
| All | -12.5% | -49.5% | +37.0% | -4.5% |
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