+11,954.4%
TSM vs TAP
+300.0%
+11,654.4%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -4.5% | +10.8% | +7.2% |
| 7D | -7.6% | +0.5% | -8.1% | -7.8% |
| 30D | -20.5% | +9.1% | -29.6% | -22.2% |
| 3M | -10.0% | -3.8% | -6.2% | -9.8% |
| 6M | -10.1% | -3.4% | -6.6% | -10.4% |
| YTD | +24.5% | -10.6% | +35.2% | +25.5% |
| 1Y | +31.2% | -4.4% | +35.6% | +30.1% |
| 3Y | +322.0% | -24.4% | +346.3% | +332.1% |
| 5Y | +245.3% | +2.1% | +243.2% | +224.0% |
| 10Y | +1,465.8% | -48.7% | +1,514.6% | +1,555.2% |
| All | +11,954.4% | +300.0% | +11,654.4% | +6,887.2% |
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 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