+152.8%
SBUX vs TAP
-47.8%
+200.6%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.7% | +0.2% |
| 7D | +0.2% | -8.0% | +8.2% | +2.6% |
| 30D | +19.1% | +4.1% | +15.0% | +17.5% |
| 3M | +3.6% | -4.4% | +8.0% | +4.6% |
| 6M | +5.1% | -1.9% | +7.1% | +5.2% |
| YTD | +32.9% | -12.1% | +44.9% | +36.4% |
| 1Y | +30.4% | -12.0% | +42.4% | +33.8% |
| 3Y | +13.0% | -25.0% | +38.0% | +19.7% |
| 5Y | +10.5% | -1.1% | +11.6% | +5.7% |
| 10Y | +152.8% | -47.6% | +200.4% | +149.5% |
| All | +152.8% | -47.8% | +200.6% | +149.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling