+901.9%
TTMI vs TAP
-31.5%
+933.4%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -4.1% | +7.1% | +2.6% |
| 7D | +12.2% | -2.3% | +14.5% | +11.9% |
| 30D | -5.7% | -9.4% | +3.7% | -6.3% |
| 3M | -27.5% | -0.8% | -26.7% | -27.7% |
| 6M | +47.1% | -14.7% | +61.9% | +48.3% |
| YTD | +87.5% | -13.9% | +101.4% | +88.2% |
| 1Y | +175.2% | -18.6% | +193.8% | +179.5% |
| 3Y | +901.9% | -32.0% | +934.0% | +915.9% |
| All | +901.9% | -31.5% | +933.4% | +915.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling