+137.3%
ADBE vs TAP
-46.0%
+183.3%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.2% | -1.3% | +1.3% |
| 7D | +1.6% | +1.3% | +0.3% | +1.3% |
| 30D | +1.0% | +5.7% | -4.7% | -0.1% |
| 3M | -10.1% | -1.9% | -8.2% | -9.9% |
| 6M | +3.0% | +0.9% | +2.0% | +2.7% |
| YTD | -30.5% | -9.5% | -21.0% | -29.6% |
| 1Y | -27.1% | -9.0% | -18.2% | -26.3% |
| 3Y | -58.8% | -22.2% | -36.6% | -57.5% |
| 5Y | -63.0% | +1.2% | -64.3% | -64.1% |
| All | +137.3% | -46.0% | +183.3% | +148.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling