+151.1%
TOST vs TAP
-22.2%
+173.3%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +3.2% | +0.2% | +2.5% |
| 7D | 0.0% | +1.3% | -1.2% | -0.3% |
| 30D | +16.2% | +5.7% | +10.5% | +14.5% |
| 3M | -1.5% | -1.9% | +0.4% | -1.1% |
| 6M | +55.3% | +0.9% | +54.4% | +54.4% |
| YTD | -2.3% | -9.5% | +7.2% | -1.6% |
| 1Y | -5.5% | -9.0% | +3.4% | -5.2% |
| 3Y | +151.1% | -22.2% | +173.4% | +166.3% |
| All | +151.1% | -22.2% | +173.3% | +166.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling