+8,131.0%
TMO vs TAP
+778.9%
+7,352.2%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.9% | +1.4% | +0.6% |
| 7D | -0.5% | -5.1% | +4.6% | +0.4% |
| 30D | +1.0% | -8.4% | +9.4% | +2.4% |
| 3M | +22.7% | -3.9% | +26.6% | +23.3% |
| 6M | +19.0% | -14.4% | +33.4% | +21.7% |
| YTD | +4.7% | -14.7% | +19.5% | +7.0% |
| 1Y | +26.0% | -18.7% | +44.7% | +29.6% |
| 3Y | +18.0% | -32.6% | +50.6% | +24.5% |
| 5Y | +8.0% | -1.4% | +9.4% | +6.0% |
| 10Y | +333.8% | -50.4% | +384.2% | +359.9% |
| All | +8,131.0% | +778.9% | +7,352.2% | +5,911.0% |
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