+9.2%
Z vs TAP
-21.1%
+30.2%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | -2.1% | -8.5% | -10.2% |
| 7D | -2.3% | +7.7% | -10.0% | -3.7% |
| 30D | +9.4% | +14.4% | -5.1% | +6.5% |
| 3M | -16.1% | +2.0% | -18.1% | -16.3% |
| 6M | -30.4% | +2.5% | -32.9% | -30.7% |
| YTD | -55.6% | -6.4% | -49.2% | -55.3% |
| 1Y | -58.5% | -2.3% | -56.2% | -58.7% |
| 3Y | -19.6% | -20.3% | +0.7% | -17.1% |
| 5Y | -54.1% | +6.9% | -61.0% | -55.7% |
| 10Y | -12.1% | -46.3% | +34.3% | -6.7% |
| All | +9.2% | -21.1% | +30.2% | +2.0% |
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 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