-58.5%
Z vs TAP
+1.6%
-60.1%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | -2.1% | -8.5% | -9.9% |
| 7D | -2.3% | +7.7% | -10.0% | -4.0% |
| 30D | +9.4% | +14.4% | -5.1% | +6.5% |
| 3M | -16.1% | +2.0% | -18.1% | -17.0% |
| 6M | -30.4% | +2.5% | -32.9% | -31.6% |
| YTD | -55.6% | -6.4% | -49.2% | -58.7% |
| 1Y | -58.5% | -2.3% | -56.2% | -61.8% |
| All | -58.5% | +1.6% | -60.1% | -61.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling