+51,830.1%
TSCO vs TAP
+891.6%
+50,938.5%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.2% | -3.7% | -1.1% |
| 7D | +0.3% | +1.3% | -1.0% | 0.0% |
| 30D | +11.3% | +5.7% | +5.6% | +10.2% |
| 3M | +1.5% | -1.9% | +3.4% | +1.7% |
| 6M | +24.0% | +0.9% | +23.0% | +23.5% |
| YTD | -25.7% | -9.5% | -16.2% | -24.5% |
| 1Y | -33.6% | -9.0% | -24.6% | -32.6% |
| 3Y | -1.5% | -22.2% | +20.7% | +2.1% |
| 5Y | -9.6% | +1.2% | -10.8% | -10.9% |
| 10Y | +200.8% | -46.1% | +246.9% | +217.4% |
| All | +51,830.1% | +891.6% | +50,938.5% | +68,903.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling