+78.9%
INFY vs TAP
-49.9%
+128.8%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.3% | +0.2% | +1.2% |
| 7D | -5.4% | -3.9% | -1.5% | -4.5% |
| 30D | -9.9% | -5.3% | -4.6% | -8.8% |
| 3M | -4.6% | -3.8% | -0.8% | -3.7% |
| 6M | -18.5% | -11.4% | -7.1% | -16.4% |
| YTD | -36.5% | -13.7% | -22.8% | -34.8% |
| 1Y | -32.8% | -17.2% | -15.6% | -30.5% |
| 3Y | -32.2% | -33.1% | +0.9% | -27.5% |
| 5Y | -44.7% | +0.8% | -45.5% | -47.1% |
| All | +78.9% | -49.9% | +128.8% | +85.6% |
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