-80.8%
TTD vs TAP
+2.2%
-83.0%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.2% | -4.2% | -4.4% |
| 7D | +6.3% | -2.3% | +8.7% | +6.5% |
| 30D | -23.9% | -2.1% | -21.7% | -23.8% |
| 3M | -31.4% | +6.6% | -38.0% | -31.6% |
| 6M | -42.7% | -11.5% | -31.2% | -42.4% |
| YTD | -62.0% | -10.3% | -51.7% | -61.9% |
| 1Y | -72.2% | -14.4% | -57.8% | -72.0% |
| 3Y | -81.9% | -28.3% | -53.7% | -81.4% |
| All | -80.8% | +2.2% | -83.0% | -81.5% |
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