+24.5%
TMO vs TAP
-17.5%
+42.1%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.3% | -0.2% | +1.0% |
| 7D | -0.6% | -3.9% | +3.2% | -0.2% |
| 30D | +1.1% | -5.3% | +6.4% | +1.7% |
| 3M | +28.3% | -3.8% | +32.1% | +28.6% |
| 6M | +23.3% | -11.4% | +34.6% | +24.3% |
| YTD | +5.5% | -13.7% | +19.2% | +5.6% |
| 1Y | +24.5% | -17.2% | +41.7% | +29.2% |
| All | +24.5% | -17.5% | +42.1% | +29.2% |
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