+8,398.6%
TPR vs TAP
+126.3%
+8,272.3%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.5% | +3.5% | +1.1% |
| 7D | +14.2% | +0.5% | +13.7% | +13.7% |
| 30D | +17.1% | +9.1% | +7.9% | +11.9% |
| 3M | -17.7% | -3.8% | -13.9% | -16.8% |
| 6M | -10.2% | -3.4% | -6.7% | -9.9% |
| YTD | +4.9% | -10.6% | +15.5% | +8.2% |
| 1Y | +36.1% | -4.4% | +40.5% | +35.6% |
| 3Y | +416.5% | -24.4% | +440.8% | +460.8% |
| 5Y | +254.8% | +2.1% | +252.7% | +225.3% |
| 10Y | +391.7% | -48.7% | +440.5% | +477.9% |
| All | +8,398.6% | +126.3% | +8,272.3% | +4,609.9% |
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