-9.7%
TRI vs TAP
-0.5%
-9.1%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.9% | -0.9% | -1.7% |
| 7D | -8.4% | -5.1% | -3.3% | -7.6% |
| 30D | -6.5% | -8.4% | +2.0% | -5.2% |
| 3M | +18.6% | -3.9% | +22.5% | +19.6% |
| 6M | -10.4% | -14.4% | +3.9% | -8.8% |
| YTD | -23.7% | -14.7% | -9.0% | -22.6% |
| 1Y | -42.5% | -18.7% | -23.8% | -41.3% |
| 3Y | -19.3% | -32.6% | +13.4% | -15.9% |
| 5Y | -9.7% | -1.4% | -8.2% | -8.3% |
| All | -9.7% | -0.5% | -9.1% | -8.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling