+130.4%
TLT vs TAP
+143.8%
-13.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.5% | +4.5% | -0.3% |
| 7D | +0.1% | +0.5% | -0.4% | +0.2% |
| 30D | +6.2% | +9.1% | -3.0% | +6.9% |
| 3M | -0.3% | -3.8% | +3.4% | -0.6% |
| 6M | -3.4% | -3.4% | +0.1% | -3.5% |
| YTD | -3.1% | -10.6% | +7.5% | -3.7% |
| 1Y | -5.2% | -4.4% | -0.8% | -5.3% |
| 3Y | +6.5% | -24.4% | +30.8% | +4.8% |
| 5Y | -34.7% | +2.1% | -36.8% | -33.3% |
| 10Y | -17.6% | -48.7% | +31.1% | -19.0% |
| All | +130.4% | +143.8% | -13.4% | +175.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling