+146.0%
TT vs TAP
+2.2%
+143.9%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.9% |
| 7D | 0.0% | -2.3% | +2.3% | +0.3% |
| 30D | -7.2% | -2.1% | -5.0% | -6.9% |
| 3M | -3.0% | +6.6% | -9.6% | -4.3% |
| 6M | +1.4% | -11.5% | +12.8% | +3.2% |
| YTD | +15.9% | -10.3% | +26.2% | +17.4% |
| 1Y | +9.4% | -14.4% | +23.8% | +11.8% |
| 3Y | +124.4% | -28.3% | +152.7% | +135.0% |
| All | +146.0% | +2.2% | +143.9% | +134.2% |
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 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