+13.0%
SBUX vs TAP
-23.3%
+36.3%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.1% | +0.4% |
| 7D | +4.9% | -4.5% | +9.5% | +6.1% |
| 30D | +21.2% | +7.5% | +13.7% | +18.9% |
| 3M | +5.7% | -4.9% | +10.5% | +6.6% |
| 6M | +6.0% | -3.5% | +9.5% | +6.4% |
| YTD | +32.9% | -11.4% | +44.4% | +35.4% |
| 1Y | +33.3% | -10.8% | +44.1% | +35.4% |
| 3Y | +13.0% | -24.5% | +37.5% | +15.5% |
| All | +13.0% | -23.3% | +36.3% | +15.5% |
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 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