+181.2%
TSCO vs TAP
-49.9%
+231.1%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.3% | -2.8% | -1.8% |
| 7D | -5.7% | -3.9% | -1.8% | -4.8% |
| 30D | -8.8% | -5.3% | -3.5% | -7.7% |
| 3M | +6.3% | -3.8% | +10.1% | +7.1% |
| 6M | -32.3% | -11.4% | -20.9% | -30.5% |
| YTD | -32.7% | -13.7% | -19.0% | -30.6% |
| 1Y | -43.7% | -17.2% | -26.5% | -41.5% |
| 3Y | -19.7% | -33.1% | +13.4% | -13.1% |
| 5Y | -11.6% | +0.8% | -12.4% | -12.6% |
| All | +181.2% | -49.9% | +231.1% | +188.2% |
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