-16.7%
TRI vs TAP
+4.4%
-21.0%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +3.0% | +3.4% | +5.2% |
| 7D | +1.0% | +9.9% | -9.0% | -2.3% |
| 30D | +20.8% | +18.1% | +2.6% | +14.4% |
| 3M | +8.1% | +3.2% | +4.9% | +6.3% |
| 6M | +24.2% | +8.4% | +15.7% | +21.6% |
| YTD | -7.8% | -4.4% | -3.4% | -12.8% |
| 1Y | -16.7% | +3.2% | -19.9% | -21.8% |
| All | -16.7% | +4.4% | -21.0% | -21.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling