+459.4%
TTMI vs TAP
+108.5%
+350.8%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -4.1% | +7.1% | +4.1% |
| 7D | +12.2% | -2.3% | +14.5% | +12.8% |
| 30D | -5.7% | -9.4% | +3.7% | -3.4% |
| 3M | -27.5% | -0.8% | -26.7% | -28.3% |
| 6M | +47.1% | -14.7% | +61.9% | +51.5% |
| YTD | +87.5% | -13.9% | +101.4% | +91.7% |
| 1Y | +175.2% | -18.6% | +193.8% | +184.1% |
| 3Y | +901.9% | -32.0% | +934.0% | +976.8% |
| 5Y | +843.5% | -1.0% | +844.5% | +783.7% |
| 10Y | +1,077.0% | -51.4% | +1,128.3% | +1,197.7% |
| All | +459.4% | +108.5% | +350.8% | +287.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling