-34.5%
TLT vs TAP
+0.6%
-35.2%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.2% | -3.7% | -0.6% |
| 7D | -3.1% | +1.3% | -4.4% | -3.2% |
| 30D | +1.0% | +5.7% | -4.7% | +0.7% |
| 3M | -2.7% | -1.9% | -0.8% | -2.7% |
| 6M | -4.1% | +0.9% | -5.1% | -4.3% |
| YTD | -5.4% | -9.5% | +4.2% | -5.1% |
| 1Y | -7.0% | -9.0% | +1.9% | -6.8% |
| 3Y | +2.8% | -22.2% | +25.1% | +3.9% |
| All | -34.5% | +0.6% | -35.2% | -32.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling