+308.5%
CSCO vs TAP
-46.0%
+354.5%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +3.2% | -9.5% | -7.0% |
| 7D | +1.9% | +1.3% | +0.6% | +1.5% |
| 30D | -15.8% | +5.7% | -21.6% | -17.3% |
| 3M | -15.4% | -1.9% | -13.5% | -15.5% |
| 6M | -5.4% | +0.9% | -6.3% | -6.8% |
| YTD | +26.5% | -9.5% | +36.0% | +27.3% |
| 1Y | +25.9% | -9.0% | +34.8% | +26.3% |
| 3Y | +97.5% | -22.2% | +119.8% | +104.8% |
| 5Y | +93.0% | +1.2% | +91.8% | +79.1% |
| All | +308.5% | -46.0% | +354.5% | +300.6% |
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