-68.9%
TMF vs TAP
+84.5%
-153.5%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.1% | +2.7% | +0.1% |
| 7D | +2.7% | +7.7% | -5.0% | +4.5% |
| 30D | +19.3% | +14.4% | +4.9% | +23.1% |
| 3M | -3.7% | +2.0% | -5.7% | -3.3% |
| 6M | -11.3% | +2.5% | -13.8% | -10.7% |
| YTD | -16.6% | -6.4% | -10.2% | -17.7% |
| 1Y | -21.1% | -2.3% | -18.8% | -21.2% |
| 3Y | -26.8% | -20.3% | -6.5% | -30.4% |
| 5Y | -88.0% | +6.9% | -94.9% | -87.1% |
| 10Y | -84.7% | -46.3% | -38.4% | -86.1% |
| All | -68.9% | +84.5% | -153.5% | -27.7% |
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