+73.5%
XYZ vs TAP
-24.9%
+98.4%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.2% | +4.8% | +3.8% |
| 7D | +14.9% | -7.8% | +22.7% | +16.5% |
| 30D | +14.7% | +7.1% | +7.5% | +13.6% |
| 3M | +12.1% | -7.0% | +19.1% | +13.4% |
| 6M | +18.3% | -3.8% | +22.1% | +19.0% |
| YTD | +36.1% | -11.7% | +47.8% | +37.4% |
| 1Y | +35.3% | -10.1% | +45.4% | +35.9% |
| 3Y | +73.5% | -23.7% | +97.2% | +85.7% |
| All | +73.5% | -24.9% | +98.4% | +85.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling