-39.0%
U vs TAP
+37.5%
-76.6%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.8% | -1.0% |
| 7D | -3.8% | -2.3% | -1.5% | -3.4% |
| 30D | +17.5% | -2.1% | +19.6% | +17.9% |
| 3M | +38.7% | +6.6% | +32.1% | +37.2% |
| 6M | +104.4% | -11.5% | +115.9% | +108.1% |
| YTD | -5.7% | -10.3% | +4.6% | -4.9% |
| 1Y | +3.7% | -14.4% | +18.1% | +5.3% |
| 3Y | +12.3% | -28.3% | +40.6% | +16.5% |
| 5Y | -68.8% | +1.7% | -70.5% | -67.8% |
| All | -39.0% | +37.5% | -76.6% | -25.3% |
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