+106.4%
CSCO vs TAP
-28.0%
+134.4%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.5% |
| 7D | -0.7% | -2.3% | +1.7% | -0.6% |
| 30D | -10.1% | -2.1% | -8.0% | -10.1% |
| 3M | -15.7% | +6.6% | -22.3% | -16.3% |
| 6M | +36.3% | -11.5% | +47.8% | +38.1% |
| YTD | +43.8% | -10.3% | +54.1% | +44.3% |
| 1Y | +63.9% | -14.4% | +78.3% | +66.0% |
| All | +106.4% | -28.0% | +134.4% | +112.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling