+139.2%
TT vs TAP
+1.8%
+137.4%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.7% | +1.7% | +1.0% |
| 7D | +3.5% | -8.0% | +11.5% | +4.6% |
| 30D | -11.0% | +4.1% | -15.1% | -11.8% |
| 3M | -12.0% | -4.4% | -7.7% | -11.7% |
| 6M | -10.4% | -1.9% | -8.5% | -10.7% |
| YTD | +9.9% | -12.1% | +22.0% | +11.5% |
| 1Y | +1.5% | -12.0% | +13.5% | +2.8% |
| 3Y | +93.7% | -25.0% | +118.7% | +99.5% |
| 5Y | +139.2% | -1.1% | +140.3% | +128.0% |
| All | +139.2% | +1.8% | +137.4% | +128.0% |
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