-12.6%
TOST vs TAP
-13.1%
+0.5%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.3% | -1.4% | -1.7% |
| 7D | -4.7% | -6.3% | +1.7% | -3.9% |
| 30D | +8.5% | +2.7% | +5.8% | +8.7% |
| 3M | -1.6% | -3.7% | +2.1% | -1.2% |
| 6M | +44.1% | -2.0% | +46.1% | +44.4% |
| YTD | -5.6% | -12.3% | +6.7% | -9.9% |
| 1Y | -12.6% | -10.1% | -2.5% | -17.1% |
| All | -12.6% | -13.1% | +0.5% | -17.1% |
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