+217.0%
W vs TAP
-48.8%
+265.8%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.3% | -4.0% | -3.8% |
| 7D | +1.1% | -4.5% | +5.6% | +2.9% |
| 30D | +6.4% | +7.5% | -1.1% | +3.3% |
| 3M | +9.0% | -4.9% | +13.8% | +10.4% |
| 6M | +69.8% | -3.5% | +73.3% | +70.9% |
| YTD | +12.1% | -11.4% | +23.5% | +15.2% |
| 1Y | 0.0% | -10.8% | +10.8% | +2.3% |
| 3Y | +160.3% | -24.5% | +184.8% | +182.6% |
| 5Y | -53.3% | +2.5% | -55.7% | -54.3% |
| 10Y | +217.0% | -47.6% | +264.5% | +202.6% |
| All | +217.0% | -48.8% | +265.8% | +202.6% |
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