+599.5%
XYZ vs TAP
-49.3%
+648.8%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -4.5% | +6.2% | +2.9% |
| 7D | +12.1% | +0.5% | +11.6% | +12.0% |
| 30D | +12.4% | +9.1% | +3.2% | +9.8% |
| 3M | +8.2% | -3.8% | +12.0% | +9.1% |
| 6M | +20.7% | -3.4% | +24.1% | +21.2% |
| YTD | +31.3% | -10.6% | +42.0% | +33.6% |
| 1Y | +20.5% | -4.4% | +24.9% | +19.9% |
| 3Y | +72.6% | -24.4% | +97.0% | +81.6% |
| 5Y | -64.0% | +2.1% | -66.1% | -65.0% |
| All | +599.5% | -49.3% | +648.8% | +652.5% |
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 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