+132.3%
TT vs TAP
+0.6%
+131.7%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.2% | -4.7% | -1.8% |
| 7D | +4.0% | +1.3% | +2.8% | +3.9% |
| 30D | -11.3% | +5.7% | -17.0% | -12.2% |
| 3M | -12.3% | -1.9% | -10.4% | -12.2% |
| 6M | -10.8% | +0.9% | -11.8% | -11.4% |
| YTD | +8.2% | -9.5% | +17.7% | +9.3% |
| 1Y | +1.5% | -9.0% | +10.4% | +2.3% |
| 3Y | +91.5% | -22.2% | +113.7% | +96.0% |
| All | +132.3% | +0.6% | +131.7% | +122.5% |
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