+220,352.3%
CSCO vs TAP
+842.8%
+219,509.5%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.6% |
| 7D | -0.7% | -2.3% | +1.7% | -0.2% |
| 30D | -10.1% | -2.1% | -8.0% | -9.9% |
| 3M | -15.7% | +6.6% | -22.3% | -17.1% |
| 6M | +36.3% | -11.5% | +47.8% | +38.6% |
| YTD | +43.8% | -10.3% | +54.1% | +45.3% |
| 1Y | +63.9% | -14.4% | +78.3% | +66.8% |
| 3Y | +104.4% | -28.3% | +132.6% | +113.7% |
| 5Y | +111.4% | +1.7% | +109.6% | +103.9% |
| 10Y | +361.7% | -49.2% | +410.9% | +390.5% |
| All | +220,352.3% | +842.8% | +219,509.5% | +140,753.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling