-5.8%
TLT vs TAP
-11.8%
+6.0%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.8% | +0.1% |
| 7D | -1.0% | -8.0% | +7.0% | -0.6% |
| 30D | +4.1% | +4.1% | 0.0% | +3.9% |
| 3M | -0.4% | -4.4% | +4.0% | -0.4% |
| 6M | -3.2% | -1.9% | -1.2% | -3.2% |
| YTD | -3.5% | -12.1% | +8.5% | -3.3% |
| 1Y | -5.8% | -12.0% | +6.2% | -5.6% |
| All | -5.8% | -11.8% | +6.0% | -5.6% |
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