+3.9%
W vs TAP
-10.2%
+14.1%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.2% | +5.8% | +4.7% |
| 7D | +3.3% | -7.8% | +11.1% | +4.2% |
| 30D | +10.5% | +7.1% | +3.4% | +10.2% |
| 3M | +9.6% | -7.0% | +16.7% | +10.7% |
| 6M | +76.4% | -3.8% | +80.2% | +76.5% |
| YTD | +16.4% | -11.7% | +28.1% | +14.5% |
| All | +3.9% | -10.2% | +14.1% | +2.3% |
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 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