+8,486.3%
TPR vs TAP
+137.0%
+8,349.4%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -2.1% | +9.2% | +8.0% |
| 7D | +13.9% | +7.7% | +6.2% | +9.8% |
| 30D | +14.9% | +14.4% | +0.5% | +7.6% |
| 3M | -15.4% | +2.0% | -17.4% | -16.7% |
| 6M | -4.5% | +2.5% | -6.9% | -6.7% |
| YTD | +6.0% | -6.4% | +12.4% | +7.1% |
| 1Y | +24.3% | -2.3% | +26.6% | +22.8% |
| 3Y | +412.8% | -20.3% | +433.1% | +443.7% |
| 5Y | +258.4% | +6.9% | +251.6% | +222.0% |
| 10Y | +396.8% | -46.3% | +443.1% | +471.9% |
| All | +8,486.3% | +137.0% | +8,349.4% | +4,560.9% |
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