-6.0%
U vs TAP
-19.0%
+12.9%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -4.1% | +6.7% | +2.6% |
| 7D | +4.5% | -2.3% | +6.8% | +4.5% |
| 30D | -0.6% | -9.4% | +8.8% | -0.6% |
| 3M | +48.4% | -0.8% | +49.2% | +49.7% |
| 6M | +115.4% | -14.7% | +130.1% | +113.0% |
| YTD | -3.2% | -13.9% | +10.7% | -6.7% |
| 1Y | -6.0% | -18.6% | +12.6% | -12.4% |
| All | -6.0% | -19.0% | +12.9% | -12.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling