+52.1%
TMUS vs TAP
-1.4%
+53.5%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.3% | -0.6% |
| 7D | +6.5% | -6.3% | +12.8% | +8.4% |
| 30D | +11.3% | +2.7% | +8.6% | +10.4% |
| 3M | -2.9% | -3.7% | +0.8% | -2.1% |
| 6M | -10.5% | -2.0% | -8.5% | -10.1% |
| YTD | -14.4% | -12.3% | -2.1% | -12.1% |
| 1Y | -17.9% | -10.1% | -7.8% | -16.3% |
| 3Y | +21.9% | -25.3% | +47.1% | +28.7% |
| 5Y | +52.1% | -1.9% | +54.1% | +46.6% |
| All | +52.1% | -1.4% | +53.5% | +46.6% |
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