+64.1%
MSFT vs TAP
+2.0%
+62.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.5% | +3.5% | -0.6% |
| 7D | +1.7% | +0.5% | +1.1% | +1.6% |
| 30D | +0.2% | +9.1% | -9.0% | -0.7% |
| 3M | +6.4% | -3.8% | +10.1% | +6.7% |
| 6M | +28.7% | -3.4% | +32.1% | +28.9% |
| YTD | +10.4% | -10.6% | +21.1% | +11.0% |
| 1Y | +7.6% | -4.4% | +12.0% | +7.1% |
| 3Y | +52.3% | -24.4% | +76.7% | +55.8% |
| All | +64.1% | +2.0% | +62.1% | +59.2% |
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