+1,502.2%
TSM vs TAP
-49.5%
+1,551.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.2% | +4.7% | +3.6% |
| 7D | -2.5% | -7.8% | +5.3% | -1.7% |
| 30D | -14.3% | +7.1% | -21.4% | -15.1% |
| 3M | -7.2% | -7.0% | -0.2% | -6.7% |
| 6M | -5.1% | -3.8% | -1.3% | -5.3% |
| YTD | +28.9% | -11.7% | +40.6% | +30.0% |
| 1Y | +37.1% | -10.1% | +47.2% | +37.7% |
| 3Y | +341.5% | -23.7% | +365.2% | +348.6% |
| 5Y | +245.7% | +2.9% | +242.8% | +224.6% |
| 10Y | +1,502.2% | -49.5% | +1,551.7% | +1,600.2% |
| All | +1,502.2% | -49.5% | +1,551.8% | +1,600.2% |
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