+584.9%
XYZ vs TAP
-46.0%
+630.8%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +3.2% | -0.4% | +2.0% |
| 7D | -1.1% | +1.3% | -2.3% | -1.4% |
| 30D | +11.5% | +5.7% | +5.8% | +9.9% |
| 3M | +1.8% | -1.9% | +3.7% | +2.1% |
| 6M | +21.2% | +0.9% | +20.3% | +20.4% |
| YTD | +29.9% | -9.5% | +39.5% | +31.7% |
| 1Y | +35.8% | -9.0% | +44.7% | +37.2% |
| 3Y | +62.6% | -22.2% | +84.8% | +69.8% |
| 5Y | -62.8% | +1.2% | -64.0% | -63.8% |
| All | +584.9% | -46.0% | +630.8% | +612.1% |
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