-4.5%
TPR vs TAP
+5.3%
-9.8%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -2.1% | +9.2% | +7.5% |
| 7D | +13.9% | +7.7% | +6.2% | +11.7% |
| 30D | +14.9% | +14.4% | +0.5% | +11.1% |
| 3M | -15.4% | +2.0% | -17.4% | -16.3% |
| 6M | -4.5% | +2.5% | -6.9% | -7.9% |
| All | -4.5% | +5.3% | -9.8% | -7.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling