-23.7%
TAP vs WSM
+264.9%
-288.6%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.0% | -4.2% | -1.5% |
| 7D | -7.8% | +0.9% | -8.7% | -7.9% |
| 30D | +7.1% | +8.6% | -1.4% | +6.2% |
| 3M | -7.0% | +4.2% | -11.3% | -7.5% |
| 6M | -3.8% | +44.6% | -48.4% | -7.3% |
| YTD | -11.7% | +48.5% | -60.2% | -15.2% |
| 1Y | -10.1% | +34.7% | -44.8% | -13.0% |
| 3Y | -23.7% | +271.0% | -294.7% | -30.8% |
| All | -23.7% | +264.9% | -288.6% | -30.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 WSM 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