-81.8%
TMF vs TAP
-49.5%
-32.3%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.3% | 0.0% |
| 7D | +0.6% | -7.8% | +8.4% | -0.2% |
| 30D | +16.3% | +7.1% | +9.2% | +17.2% |
| 3M | -2.7% | -7.0% | +4.4% | -3.5% |
| 6M | -13.2% | -3.8% | -9.4% | -13.5% |
| YTD | -16.7% | -11.7% | -5.0% | -17.7% |
| 1Y | -22.7% | -10.1% | -12.6% | -23.4% |
| 3Y | -26.1% | -23.7% | -2.4% | -28.0% |
| 5Y | -88.4% | +2.9% | -91.3% | -87.6% |
| 10Y | -81.8% | -49.5% | -32.3% | -76.5% |
| All | -81.8% | -49.5% | -32.3% | -76.5% |
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