+10.7%
TTMI vs TAP
+4.4%
+6.3%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | +3.0% | -13.1% | -7.6% |
| 7D | -19.2% | +9.9% | -29.1% | -11.9% |
| 30D | -44.9% | +18.1% | -63.0% | -36.3% |
| 3M | -44.7% | +3.2% | -47.9% | -39.8% |
| 6M | -53.4% | +8.4% | -61.8% | -47.5% |
| YTD | +6.3% | -4.4% | +10.8% | +18.9% |
| 1Y | +10.7% | +3.2% | +7.5% | +25.8% |
| All | +10.7% | +4.4% | +6.3% | +25.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling