-68.7%
TMF vs TAP
+77.0%
-145.6%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.5% | +0.3% |
| 7D | -1.4% | -2.3% | +0.9% | -2.0% |
| 30D | -2.8% | -2.1% | -0.7% | -3.3% |
| 3M | -10.9% | +6.6% | -17.5% | -9.4% |
| 6M | -21.3% | -11.5% | -9.8% | -23.5% |
| YTD | -15.9% | -10.3% | -5.6% | -17.8% |
| 1Y | -15.7% | -14.4% | -1.3% | -18.5% |
| 3Y | -43.4% | -28.3% | -15.1% | -47.8% |
| 5Y | -87.8% | +1.7% | -89.5% | -87.0% |
| 10Y | -86.7% | -49.2% | -37.5% | -88.2% |
| All | -68.7% | +77.0% | -145.6% | -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