+186.2%
TRI vs TAP
-50.5%
+236.7%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.1% | -1.2% | -1.3% |
| 7D | -14.4% | -5.3% | -9.1% | -13.5% |
| 30D | -8.1% | -7.4% | -0.7% | -6.8% |
| 3M | +17.5% | -4.9% | +22.5% | +18.8% |
| 6M | -5.0% | -14.2% | +9.3% | -2.5% |
| YTD | -24.7% | -14.8% | -9.9% | -23.0% |
| 1Y | -41.5% | -18.1% | -23.4% | -39.9% |
| 3Y | -20.3% | -32.7% | +12.4% | -16.1% |
| 5Y | -10.9% | -0.5% | -10.4% | -13.5% |
| All | +186.2% | -50.5% | +236.7% | +195.0% |
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