-85.4%
TTD vs TAP
+2.0%
-87.4%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -4.5% | +5.4% | +1.4% |
| 7D | +5.2% | +0.5% | +4.7% | +5.1% |
| 30D | +6.9% | +9.1% | -2.2% | +6.1% |
| 3M | -26.8% | -3.8% | -23.0% | -26.7% |
| 6M | -46.1% | -3.4% | -42.7% | -46.1% |
| YTD | -65.9% | -10.6% | -55.3% | -65.8% |
| 1Y | -71.8% | -4.4% | -67.4% | -71.9% |
| 3Y | -83.3% | -24.4% | -58.9% | -83.1% |
| All | -85.4% | +2.0% | -87.4% | -86.4% |
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