-26.6%
U vs TAP
+34.4%
-60.9%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.3% | +1.4% | +1.1% |
| 7D | +2.8% | -6.3% | +9.2% | +3.8% |
| 30D | +7.6% | +2.7% | +4.9% | +6.8% |
| 3M | +12.7% | -3.7% | +16.4% | +12.9% |
| 6M | +87.0% | -2.0% | +89.0% | +86.5% |
| YTD | +13.6% | -12.3% | +26.0% | +14.5% |
| 1Y | +25.3% | -10.1% | +35.4% | +25.5% |
| 3Y | +85.8% | -25.3% | +111.1% | +91.6% |
| 5Y | -74.5% | -1.9% | -72.5% | -73.7% |
| All | -26.6% | +34.4% | -60.9% | -10.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling