+38.7%
CSCO vs TAP
-9.9%
+48.6%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.8% | -0.4% |
| 7D | -4.7% | -4.5% | -0.2% | -5.8% |
| 30D | -17.1% | +7.5% | -24.6% | -15.0% |
| 3M | -19.6% | -4.9% | -14.7% | -20.2% |
| 6M | +2.4% | -3.5% | +5.9% | +3.1% |
| YTD | +29.8% | -11.4% | +41.2% | +26.3% |
| 1Y | +38.7% | -10.8% | +49.5% | +34.8% |
| All | +38.7% | -9.9% | +48.6% | +34.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling