+328.6%
TMO vs TAP
-49.9%
+378.5%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.3% | -0.2% | +0.9% |
| 7D | -0.6% | -3.9% | +3.2% | +0.1% |
| 30D | +1.1% | -5.3% | +6.4% | +2.1% |
| 3M | +28.3% | -3.8% | +32.1% | +29.0% |
| 6M | +23.3% | -11.4% | +34.6% | +25.6% |
| YTD | +5.5% | -13.7% | +19.2% | +7.7% |
| 1Y | +24.5% | -17.2% | +41.7% | +28.1% |
| 3Y | +19.6% | -33.1% | +52.6% | +27.3% |
| 5Y | +8.1% | +0.8% | +7.3% | +5.8% |
| All | +328.6% | -49.9% | +378.5% | +363.3% |
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 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