-23.3%
TMF vs TAP
-6.0%
-17.4%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.5% | +4.3% | +0.5% |
| 7D | +1.2% | +0.5% | +0.7% | +1.1% |
| 30D | +19.7% | +9.1% | +10.6% | +18.6% |
| 3M | -2.1% | -3.8% | +1.7% | -2.3% |
| 6M | -13.4% | -3.4% | -10.0% | -13.6% |
| YTD | -16.7% | -10.6% | -6.1% | -16.5% |
| 1Y | -23.3% | -4.4% | -18.9% | -22.6% |
| All | -23.3% | -6.0% | -17.4% | -22.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling