+533.2%
XYZ vs TAP
-43.0%
+576.2%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.6% | -0.7% |
| 7D | -1.0% | -2.3% | +1.3% | -0.4% |
| 30D | -1.7% | -2.1% | +0.4% | -1.2% |
| 3M | +16.7% | +6.6% | +10.1% | +14.6% |
| 6M | +26.9% | -11.5% | +38.3% | +30.2% |
| YTD | +27.1% | -10.3% | +37.4% | +29.3% |
| 1Y | +9.3% | -14.4% | +23.6% | +12.2% |
| 3Y | +42.3% | -28.3% | +70.6% | +51.9% |
| 5Y | -69.3% | +1.7% | -71.0% | -70.2% |
| 10Y | +586.8% | -49.2% | +636.0% | +623.0% |
| All | +533.2% | -43.0% | +576.2% | +533.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling