+7,716.4%
TPR vs TAP
+127.3%
+7,589.2%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | +0.1% |
| 7D | -2.3% | -2.3% | 0.0% | -1.3% |
| 30D | -23.0% | -2.1% | -20.8% | -22.4% |
| 3M | -12.5% | +6.6% | -19.1% | -15.5% |
| 6M | -21.4% | -11.5% | -9.9% | -17.7% |
| YTD | -3.5% | -10.3% | +6.8% | -0.2% |
| 1Y | +17.4% | -14.4% | +31.7% | +23.5% |
| 3Y | +291.3% | -28.3% | +319.5% | +337.0% |
| 5Y | +241.9% | +1.7% | +240.2% | +215.3% |
| 10Y | +322.7% | -49.2% | +371.9% | +400.6% |
| All | +7,716.4% | +127.3% | +7,589.2% | +4,243.7% |
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