+131.2%
TLT vs TAP
+144.8%
-13.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.3% | +0.2% |
| 7D | -0.4% | -2.3% | +1.9% | -0.6% |
| 30D | -0.6% | -2.1% | +1.6% | -0.7% |
| 3M | -2.7% | +6.6% | -9.3% | -2.2% |
| 6M | -5.6% | -11.5% | +5.9% | -6.4% |
| YTD | -2.8% | -10.3% | +7.5% | -3.4% |
| 1Y | -1.4% | -14.4% | +13.0% | -2.4% |
| 3Y | -1.6% | -28.3% | +26.7% | -3.6% |
| 5Y | -33.8% | +1.7% | -35.5% | -32.4% |
| 10Y | -21.1% | -49.2% | +28.1% | -22.6% |
| All | +131.2% | +144.8% | -13.6% | +175.9% |
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