+9.0%
MSFT vs TAP
+4.4%
+4.6%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +3.0% | +3.6% | +7.0% |
| 7D | +4.7% | +9.9% | -5.3% | +5.7% |
| 30D | +5.8% | +18.1% | -12.3% | +7.4% |
| 3M | +13.0% | +3.2% | +9.8% | +13.7% |
| 6M | +34.9% | +8.4% | +26.5% | +36.4% |
| YTD | +15.7% | -4.4% | +20.1% | +14.0% |
| 1Y | +9.0% | +3.2% | +5.7% | +7.9% |
| All | +9.0% | +4.4% | +4.6% | +7.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling