-81.7%
TMF vs TAP
-48.8%
-32.9%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +0.3% | -4.2% | -3.8% |
| 7D | -1.1% | -4.5% | +3.5% | -1.5% |
| 30D | +11.8% | +7.5% | +4.3% | +12.7% |
| 3M | -4.0% | -4.9% | +0.8% | -4.6% |
| 6M | -16.5% | -3.5% | -13.0% | -16.8% |
| YTD | -19.9% | -11.4% | -8.5% | -20.9% |
| 1Y | -25.6% | -10.8% | -14.8% | -26.4% |
| 3Y | -29.9% | -24.5% | -5.4% | -31.8% |
| 5Y | -88.2% | +2.5% | -90.7% | -87.4% |
| 10Y | -81.7% | -47.6% | -34.1% | -77.5% |
| All | -81.7% | -48.8% | -32.9% | -77.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling