+46.2%
MSFT vs TAP
-22.2%
+68.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.2% | -3.1% | +0.2% |
| 7D | -1.3% | +1.3% | -2.5% | -1.3% |
| 30D | -1.8% | +5.7% | -7.6% | -1.7% |
| 3M | +5.6% | -1.9% | +7.5% | +5.8% |
| 6M | +29.8% | +0.9% | +28.9% | +29.9% |
| YTD | +9.0% | -9.5% | +18.5% | +8.7% |
| 1Y | +4.9% | -9.0% | +13.9% | +4.7% |
| 3Y | +46.2% | -22.2% | +68.5% | +54.4% |
| All | +46.2% | -22.2% | +68.4% | +54.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling