+24.7%
Z vs TAP
-24.3%
+49.0%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.2% | -1.9% | -2.1% |
| 7D | -3.0% | -2.3% | -0.7% | -2.5% |
| 30D | -4.2% | -2.1% | -2.0% | -3.8% |
| 3M | -3.7% | +6.6% | -10.3% | -4.9% |
| 6M | -24.5% | -11.5% | -13.0% | -22.8% |
| YTD | -49.3% | -10.3% | -39.0% | -48.6% |
| 1Y | -58.7% | -14.4% | -44.3% | -57.7% |
| 3Y | -34.1% | -28.3% | -5.9% | -30.8% |
| 5Y | -64.5% | +1.7% | -66.3% | -65.6% |
| 10Y | -0.5% | -49.2% | +48.7% | +6.7% |
| All | +24.7% | -24.3% | +49.0% | +17.4% |
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