-55.9%
W vs TAP
+0.6%
-56.5%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.2% | -2.8% | -1.2% |
| 7D | +0.2% | +1.3% | -1.1% | -0.5% |
| 30D | +6.8% | +5.7% | +1.1% | +3.5% |
| 3M | +10.7% | -1.9% | +12.6% | +11.0% |
| 6M | +86.3% | +0.9% | +85.4% | +83.4% |
| YTD | +11.5% | -9.5% | +21.0% | +14.1% |
| 1Y | +5.1% | -9.0% | +14.1% | +6.9% |
| 3Y | +171.0% | -22.2% | +193.2% | +196.2% |
| All | -55.9% | +0.6% | -56.5% | -59.5% |
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