+2,037.5%
TXT vs TAP
+825.0%
+1,212.5%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.3% |
| 7D | -4.8% | -2.3% | -2.5% | -4.1% |
| 30D | -10.6% | -2.1% | -8.5% | -10.1% |
| 3M | -13.2% | +6.6% | -19.8% | -15.1% |
| 6M | -20.3% | -11.5% | -8.9% | -18.1% |
| YTD | -9.3% | -10.3% | +1.0% | -7.2% |
| 1Y | -2.7% | -14.4% | +11.7% | +0.6% |
| 3Y | +1.4% | -28.3% | +29.7% | +9.1% |
| 5Y | +9.6% | +1.7% | +7.8% | +5.5% |
| 10Y | +94.9% | -49.2% | +144.1% | +117.5% |
| All | +2,037.5% | +825.0% | +1,212.5% | +1,315.4% |
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