+911.5%
TT vs TAP
-49.2%
+960.7%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.9% |
| 7D | 0.0% | -2.3% | +2.3% | +0.6% |
| 30D | -7.2% | -2.1% | -5.0% | -6.7% |
| 3M | -3.0% | +6.6% | -9.6% | -5.3% |
| 6M | +1.4% | -11.5% | +12.8% | +4.2% |
| YTD | +15.9% | -10.3% | +26.2% | +18.2% |
| 1Y | +9.4% | -14.4% | +23.8% | +12.8% |
| 3Y | +124.4% | -28.3% | +152.7% | +139.8% |
| 5Y | +138.0% | +1.7% | +136.3% | +120.8% |
| All | +911.5% | -49.2% | +960.7% | +941.1% |
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