-46.4%
TOST vs TAP
+3.2%
-49.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.3% | -1.4% | -1.6% |
| 7D | -4.7% | -6.3% | +1.7% | -2.6% |
| 30D | +8.5% | +2.7% | +5.8% | +7.6% |
| 3M | -1.6% | -3.7% | +2.1% | -0.5% |
| 6M | +44.1% | -2.0% | +46.1% | +44.4% |
| YTD | -5.6% | -12.3% | +6.7% | -3.1% |
| 1Y | -12.6% | -10.1% | -2.5% | -11.4% |
| 3Y | +137.6% | -25.3% | +162.8% | +155.3% |
| 5Y | -30.4% | -1.9% | -28.4% | -35.5% |
| All | -46.4% | +3.2% | -49.6% | -51.2% |
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 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