+741.5%
TT vs TAP
-47.8%
+789.3%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.7% | +1.7% | +1.1% |
| 7D | +3.5% | -8.0% | +11.5% | +5.7% |
| 30D | -11.0% | +4.1% | -15.1% | -12.4% |
| 3M | -12.0% | -4.4% | -7.7% | -11.5% |
| 6M | -10.4% | -1.9% | -8.5% | -11.0% |
| YTD | +9.9% | -12.1% | +22.0% | +12.1% |
| 1Y | +1.5% | -12.0% | +13.5% | +3.3% |
| 3Y | +93.7% | -25.0% | +118.7% | +102.6% |
| 5Y | +139.2% | -1.1% | +140.3% | +122.9% |
| 10Y | +741.5% | -47.6% | +789.1% | +725.2% |
| All | +741.5% | -47.8% | +789.3% | +725.2% |
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 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