+379.8%
TPR vs TAP
-47.5%
+427.2%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.7% | -0.5% |
| 7D | +12.1% | -4.5% | +16.6% | +14.5% |
| 30D | +16.7% | +7.5% | +9.2% | +12.0% |
| 3M | -17.4% | -4.9% | -12.5% | -16.0% |
| 6M | +2.3% | -3.5% | +5.8% | +2.7% |
| YTD | +7.1% | -11.4% | +18.6% | +11.2% |
| 1Y | +29.5% | -10.8% | +40.3% | +33.4% |
| 3Y | +415.0% | -24.5% | +439.5% | +461.8% |
| 5Y | +261.5% | +2.5% | +259.0% | +217.6% |
| All | +379.8% | -47.5% | +427.2% | +337.0% |
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