+306.4%
CSCO vs TAP
-49.3%
+355.7%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.5% | +2.5% | -0.9% |
| 7D | -10.2% | +0.5% | -10.7% | -10.4% |
| 30D | -20.1% | +9.1% | -29.2% | -22.1% |
| 3M | -22.1% | -3.8% | -18.3% | -21.8% |
| 6M | +3.2% | -3.4% | +6.6% | +2.9% |
| YTD | +24.1% | -10.6% | +34.7% | +25.4% |
| 1Y | +34.6% | -4.4% | +39.0% | +32.9% |
| 3Y | +90.0% | -24.4% | +114.4% | +98.7% |
| 5Y | +88.6% | +2.1% | +86.5% | +74.4% |
| All | +306.4% | -49.3% | +355.7% | +299.7% |
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