+634.6%
XYZ vs TAP
-48.8%
+683.4%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.3% | -3.7% | -3.4% |
| 7D | +12.6% | -4.5% | +17.1% | +14.0% |
| 30D | +10.8% | +7.5% | +3.3% | +8.7% |
| 3M | +8.4% | -4.9% | +13.2% | +9.6% |
| 6M | +14.3% | -3.5% | +17.8% | +14.9% |
| YTD | +31.5% | -11.4% | +42.9% | +34.0% |
| 1Y | +28.1% | -10.8% | +38.9% | +30.1% |
| 3Y | +66.2% | -24.5% | +90.7% | +74.8% |
| 5Y | -62.3% | +2.5% | -64.8% | -63.4% |
| 10Y | +634.6% | -47.6% | +682.2% | +665.9% |
| All | +634.6% | -48.8% | +683.4% | +665.9% |
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