-54.2%
W vs TAP
+2.0%
-56.2%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.5% | +3.1% | +0.7% |
| 7D | -3.6% | +0.5% | -4.1% | -3.9% |
| 30D | +7.0% | +9.1% | -2.2% | +2.1% |
| 3M | +7.4% | -3.8% | +11.2% | +8.7% |
| 6M | +69.3% | -3.4% | +72.7% | +70.6% |
| YTD | +11.3% | -10.6% | +21.9% | +14.6% |
| 1Y | +13.2% | -4.4% | +17.6% | +11.8% |
| 3Y | +142.0% | -24.4% | +166.4% | +168.8% |
| All | -54.2% | +2.0% | -56.2% | -55.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling