+1,316.1%
TNA vs TAP
+49.4%
+1,266.7%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +0.9% | +0.9% |
| 7D | -0.1% | -2.3% | +2.2% | +2.5% |
| 30D | -4.9% | -2.1% | -2.8% | -3.2% |
| 3M | +0.4% | +6.6% | -6.2% | -9.6% |
| 6M | +32.5% | -11.5% | +44.0% | +45.3% |
| YTD | +53.7% | -10.3% | +64.0% | +61.2% |
| 1Y | +65.1% | -14.4% | +79.5% | +78.9% |
| 3Y | +98.4% | -28.3% | +126.7% | +157.5% |
| 5Y | -22.5% | +1.7% | -24.2% | -36.7% |
| 10Y | +82.5% | -49.2% | +131.7% | +260.2% |
| All | +1,316.1% | +49.4% | +1,266.7% | +346.8% |
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