+365.8%
TTD vs TAP
-50.8%
+416.6%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -4.1% | +1.3% | -2.3% |
| 7D | +1.7% | -2.3% | +4.1% | +2.1% |
| 30D | +1.6% | -9.4% | +11.0% | +2.8% |
| 3M | -27.8% | -0.8% | -27.0% | -27.8% |
| 6M | -52.1% | -14.7% | -37.4% | -51.3% |
| YTD | -63.1% | -13.9% | -49.1% | -62.5% |
| 1Y | -73.1% | -18.6% | -54.4% | -72.5% |
| 3Y | -83.3% | -32.0% | -51.3% | -82.7% |
| 5Y | -80.6% | -1.0% | -79.6% | -81.4% |
| All | +365.8% | -50.8% | +416.6% | +442.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling