-62.3%
XYZ vs TAP
+2.6%
-65.0%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.3% | -3.7% | -3.5% |
| 7D | +12.6% | -4.5% | +17.1% | +14.4% |
| 30D | +10.8% | +7.5% | +3.3% | +8.1% |
| 3M | +8.4% | -4.9% | +13.2% | +10.0% |
| 6M | +14.3% | -3.5% | +17.8% | +15.0% |
| YTD | +31.5% | -11.4% | +42.9% | +34.6% |
| 1Y | +28.1% | -10.8% | +38.9% | +30.4% |
| 3Y | +66.2% | -24.5% | +90.7% | +77.5% |
| 5Y | -62.3% | +2.5% | -64.8% | -67.0% |
| All | -62.3% | +2.6% | -65.0% | -67.0% |
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