+141,733.1%
MSFT vs TAP
+821.1%
+140,911.9%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.5% | +3.5% | -0.2% |
| 7D | +1.7% | +0.5% | +1.1% | +1.5% |
| 30D | +0.2% | +9.1% | -9.0% | -1.6% |
| 3M | +6.4% | -3.8% | +10.1% | +6.7% |
| 6M | +28.7% | -3.4% | +32.1% | +28.8% |
| YTD | +10.4% | -10.6% | +21.1% | +11.6% |
| 1Y | +7.6% | -4.4% | +12.0% | +7.3% |
| 3Y | +52.3% | -24.4% | +76.7% | +56.7% |
| 5Y | +64.5% | +2.1% | +62.4% | +58.5% |
| 10Y | +917.8% | -48.7% | +966.6% | +970.4% |
| All | +141,733.1% | +821.1% | +140,911.9% | +88,290.0% |
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