+416.5%
TPR vs TAP
-23.7%
+440.1%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.5% | +3.5% | +0.1% |
| 7D | +14.2% | +0.5% | +13.7% | +13.9% |
| 30D | +17.1% | +9.1% | +7.9% | +14.3% |
| 3M | -17.7% | -3.8% | -13.9% | -17.2% |
| 6M | -10.2% | -3.4% | -6.7% | -10.0% |
| YTD | +4.9% | -10.6% | +15.5% | +6.7% |
| 1Y | +36.1% | -4.4% | +40.5% | +35.4% |
| 3Y | +416.5% | -24.4% | +440.8% | +421.5% |
| All | +416.5% | -23.7% | +440.1% | +421.5% |
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 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