+2,396.4%
INFY vs TAP
+131.5%
+2,264.9%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -4.1% | -0.8% | -3.9% |
| 7D | -7.2% | -2.3% | -4.9% | -6.7% |
| 30D | -11.2% | -9.4% | -1.8% | -9.0% |
| 3M | -7.4% | -0.8% | -6.6% | -7.2% |
| 6M | -21.3% | -14.7% | -6.5% | -18.3% |
| YTD | -36.2% | -13.9% | -22.3% | -34.1% |
| 1Y | -31.3% | -18.6% | -12.6% | -28.3% |
| 3Y | -31.1% | -32.0% | +0.9% | -25.8% |
| 5Y | -44.9% | -1.0% | -43.9% | -47.0% |
| 10Y | +83.1% | -51.4% | +134.4% | +100.3% |
| All | +2,396.4% | +131.5% | +2,264.9% | +2,161.4% |
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 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