+13,634.3%
TSM vs TAP
+301.7%
+13,332.6%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.2% | +3.0% | +2.9% |
| 7D | +2.7% | -2.3% | +5.0% | +3.2% |
| 30D | +3.6% | -2.1% | +5.7% | +3.9% |
| 3M | -3.4% | +6.6% | -10.0% | -5.3% |
| 6M | +20.6% | -11.5% | +32.1% | +22.8% |
| YTD | +41.9% | -10.3% | +52.1% | +43.6% |
| 1Y | +84.4% | -14.4% | +98.8% | +87.9% |
| 3Y | +380.2% | -28.3% | +408.5% | +399.9% |
| 5Y | +275.3% | +1.7% | +273.6% | +253.9% |
| 10Y | +1,751.4% | -49.2% | +1,800.6% | +1,871.6% |
| All | +13,634.3% | +301.7% | +13,332.6% | +7,894.6% |
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