+224.7%
TRI vs TAP
-46.0%
+270.7%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.2% | -3.2% | -0.6% |
| 7D | -2.9% | +1.3% | -4.2% | -3.1% |
| 30D | +3.7% | +5.7% | -2.0% | +2.8% |
| 3M | +3.7% | -1.9% | +5.6% | +4.2% |
| 6M | +35.1% | +0.9% | +34.2% | +35.3% |
| YTD | -14.0% | -9.5% | -4.5% | -12.9% |
| 1Y | -19.0% | -9.0% | -10.0% | -18.0% |
| 3Y | -12.0% | -22.2% | +10.3% | -9.4% |
| 5Y | +0.6% | +1.2% | -0.6% | -2.2% |
| All | +224.7% | -46.0% | +270.7% | +222.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling