-4.6%
TLT vs TAP
-10.2%
+5.6%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | +0.1% |
| 7D | +0.3% | -7.8% | +8.1% | +0.7% |
| 30D | +5.1% | +7.1% | -2.0% | +4.8% |
| 3M | -0.2% | -7.0% | +6.9% | -0.2% |
| 6M | -2.9% | -3.8% | +0.9% | -2.9% |
| YTD | -2.7% | -11.7% | +9.0% | -2.5% |
| All | -4.6% | -10.2% | +5.6% | -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 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