-10.3%
TSCO vs TAP
-2.6%
-7.7%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.1% | -1.3% | -1.4% |
| 7D | -3.1% | -5.3% | +2.1% | -1.6% |
| 30D | -4.4% | -7.4% | +3.0% | -2.2% |
| 3M | +9.7% | -4.9% | +14.6% | +11.1% |
| 6M | -32.4% | -14.2% | -18.2% | -29.5% |
| YTD | -31.7% | -14.8% | -16.8% | -28.6% |
| 1Y | -41.3% | -18.1% | -23.2% | -38.1% |
| 3Y | -18.3% | -32.7% | +14.4% | -9.7% |
| 5Y | -10.3% | -0.5% | -9.8% | -8.1% |
| All | -10.3% | -2.6% | -7.7% | -8.1% |
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