+1,753.6%
TSM vs TAP
-52.1%
+1,805.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -4.1% | +6.5% | +2.9% |
| 7D | +6.0% | -2.3% | +8.4% | +6.3% |
| 30D | +4.5% | -9.4% | +13.9% | +5.7% |
| 3M | +3.1% | -0.8% | +3.9% | +2.7% |
| 6M | +30.2% | -14.7% | +45.0% | +32.5% |
| YTD | +45.2% | -13.9% | +59.1% | +47.3% |
| 1Y | +79.6% | -18.6% | +98.2% | +83.4% |
| 3Y | +411.0% | -32.0% | +443.0% | +432.2% |
| 5Y | +290.7% | -1.0% | +291.7% | +268.9% |
| 10Y | +1,753.6% | -51.4% | +1,804.9% | +1,932.5% |
| All | +1,753.6% | -52.1% | +1,805.7% | +1,932.5% |
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