-44.4%
TOST vs TAP
+4.0%
-48.4%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.5% | +0.7% |
| 7D | +4.0% | -7.8% | +11.9% | +6.9% |
| 30D | +11.1% | +7.1% | +3.9% | +8.6% |
| 3M | +0.8% | -7.0% | +7.9% | +3.1% |
| 6M | +38.8% | -3.8% | +42.6% | +40.0% |
| YTD | -2.1% | -11.7% | +9.6% | +0.2% |
| 1Y | -6.0% | -10.1% | +4.1% | -4.7% |
| 3Y | +149.8% | -23.7% | +173.5% | +166.2% |
| 5Y | -42.8% | +2.9% | -45.7% | -47.7% |
| All | -44.4% | +4.0% | -48.4% | -49.5% |
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