+127.9%
TT vs TAP
+2.0%
+125.9%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -4.5% | +6.9% | +2.9% |
| 7D | -2.0% | +0.5% | -2.5% | -2.2% |
| 30D | -14.0% | +9.1% | -23.2% | -15.3% |
| 3M | -15.9% | -3.8% | -12.1% | -15.6% |
| 6M | -17.3% | -3.4% | -13.9% | -17.3% |
| YTD | +4.0% | -10.6% | +14.6% | +5.2% |
| 1Y | -7.1% | -4.4% | -2.7% | -7.4% |
| 3Y | +90.2% | -24.4% | +114.6% | +96.0% |
| All | +127.9% | +2.0% | +125.9% | +116.5% |
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