+829.0%
TTMI vs TAP
-0.1%
+829.1%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +1.3% | +2.1% | +3.3% |
| 7D | +0.7% | -3.9% | +4.5% | +0.9% |
| 30D | -8.4% | -5.3% | -3.2% | -8.2% |
| 3M | -32.5% | -3.8% | -28.7% | -32.6% |
| 6M | +32.5% | -11.4% | +43.9% | +34.0% |
| YTD | +83.2% | -13.7% | +97.0% | +85.5% |
| 1Y | +161.7% | -17.2% | +178.9% | +166.5% |
| 3Y | +890.1% | -33.1% | +923.2% | +953.0% |
| All | +829.0% | -0.1% | +829.1% | +765.0% |
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