+543.0%
XYZ vs TAP
-40.5%
+583.5%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.1% | -2.0% | -3.6% |
| 7D | +9.2% | +7.7% | +1.5% | +7.2% |
| 30D | +9.8% | +14.4% | -4.6% | +6.0% |
| 3M | -0.2% | +2.0% | -2.2% | -0.8% |
| 6M | +18.0% | +2.5% | +15.5% | +16.7% |
| YTD | +29.1% | -6.4% | +35.5% | +29.8% |
| 1Y | +14.1% | -2.3% | +16.4% | +13.0% |
| 3Y | +72.6% | -20.3% | +92.9% | +79.2% |
| 5Y | -64.6% | +6.9% | -71.5% | -66.0% |
| 10Y | +590.0% | -46.3% | +636.3% | +616.9% |
| All | +543.0% | -40.5% | +583.5% | +536.4% |
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