+42.4%
TRV vs TAP
-7.2%
+49.7%
-9.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.2% | -3.2% | -0.6% |
| 7D | +2.0% | +1.3% | +0.8% | +1.8% |
| 30D | +6.7% | +5.7% | +1.0% | +5.7% |
| 3M | +9.4% | -1.9% | +11.3% | +9.4% |
| 6M | +37.7% | +0.9% | +36.8% | +36.8% |
| YTD | +40.6% | -9.5% | +50.1% | +40.3% |
| 1Y | +42.4% | -9.0% | +51.4% | +41.9% |
| All | +42.4% | -7.2% | +49.7% | +41.9% |
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 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