+6,477.2%
TRV vs TAP
+825.0%
+5,652.2%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.2% | -1.2% | -1.3% |
| 7D | -0.1% | -2.3% | +2.2% | +0.3% |
| 30D | -3.4% | -2.1% | -1.3% | -3.0% |
| 3M | +26.4% | +6.6% | +19.8% | +24.4% |
| 6M | +19.3% | -11.5% | +30.8% | +22.0% |
| YTD | +28.3% | -10.3% | +38.6% | +30.5% |
| 1Y | +34.3% | -14.4% | +48.7% | +37.7% |
| 3Y | +140.1% | -28.3% | +168.4% | +153.5% |
| 5Y | +155.7% | +1.7% | +154.0% | +148.2% |
| 10Y | +285.5% | -49.2% | +334.8% | +314.3% |
| All | +6,477.2% | +825.0% | +5,652.2% | +4,634.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling