-31.0%
TOST vs TAP
+2.6%
-33.6%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -1.0% | -0.8% |
| 7D | +3.0% | -4.5% | +7.5% | +4.6% |
| 30D | +10.3% | +7.5% | +2.8% | +7.7% |
| 3M | -3.3% | -4.9% | +1.6% | -1.8% |
| 6M | +37.8% | -3.5% | +41.3% | +38.8% |
| YTD | -2.8% | -11.4% | +8.6% | -0.6% |
| 1Y | -9.6% | -10.8% | +1.2% | -8.1% |
| 3Y | +144.6% | -24.5% | +169.1% | +162.0% |
| 5Y | -31.0% | +2.5% | -33.4% | -37.5% |
| All | -31.0% | +2.6% | -33.6% | -37.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling