+14,178.8%
TT vs TAP
+821.1%
+13,357.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -4.5% | +6.9% | +3.5% |
| 7D | -2.0% | +0.5% | -2.5% | -2.3% |
| 30D | -14.0% | +9.1% | -23.2% | -16.2% |
| 3M | -15.9% | -3.8% | -12.1% | -15.6% |
| 6M | -17.3% | -3.4% | -13.9% | -17.5% |
| YTD | +4.0% | -10.6% | +14.6% | +5.3% |
| 1Y | -7.1% | -4.4% | -2.7% | -7.7% |
| 3Y | +90.2% | -24.4% | +114.6% | +97.3% |
| 5Y | +131.1% | +2.1% | +129.0% | +119.8% |
| 10Y | +777.7% | -48.7% | +826.5% | +846.0% |
| All | +14,178.8% | +821.1% | +13,357.7% | +8,945.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling