-29.4%
TMF vs TAP
-7.2%
-22.2%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.2% | -4.6% | -1.9% |
| 7D | -9.3% | +1.3% | -10.5% | -9.4% |
| 30D | +1.9% | +5.7% | -3.8% | +1.1% |
| 3M | -11.2% | -1.9% | -9.3% | -11.6% |
| 6M | -17.7% | +0.9% | -18.7% | -18.2% |
| YTD | -24.5% | -9.5% | -14.9% | -24.2% |
| 1Y | -29.4% | -9.0% | -20.5% | -29.3% |
| All | -29.4% | -7.2% | -22.2% | -29.3% |
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