-45.7%
TOST vs TAP
+5.7%
-51.4%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.2% | +0.1% |
| 7D | -3.4% | -2.3% | -1.1% | -2.7% |
| 30D | -2.4% | -2.1% | -0.3% | -1.8% |
| 3M | +34.6% | +6.6% | +28.0% | +31.5% |
| 6M | +15.2% | -11.5% | +26.7% | +19.4% |
| YTD | -4.4% | -10.3% | +5.9% | -2.6% |
| 1Y | -17.4% | -14.4% | -3.0% | -14.5% |
| 3Y | +54.5% | -28.3% | +82.7% | +69.0% |
| All | -45.7% | +5.7% | -51.4% | -50.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling