-45.5%
INFY vs TAP
-2.6%
-42.9%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.2% |
| 7D | -9.8% | -5.3% | -4.5% | -8.8% |
| 30D | -13.4% | -7.4% | -6.0% | -12.2% |
| 3M | -7.2% | -4.9% | -2.3% | -6.3% |
| 6M | -20.6% | -14.2% | -6.4% | -18.8% |
| YTD | -37.5% | -14.8% | -22.6% | -36.2% |
| 1Y | -33.4% | -18.1% | -15.3% | -31.7% |
| 3Y | -32.4% | -32.7% | +0.3% | -29.2% |
| 5Y | -45.5% | -0.5% | -45.0% | -47.4% |
| All | -45.5% | -2.6% | -42.9% | -47.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling