-5.3%
TSN vs TAP
-14.5%
+9.2%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.6% |
| 7D | -6.3% | -2.3% | -4.0% | -5.8% |
| 30D | -10.8% | -2.1% | -8.7% | -10.4% |
| 3M | -8.8% | +6.6% | -15.4% | -10.2% |
| 6M | -16.8% | -11.5% | -5.3% | -14.6% |
| YTD | -10.0% | -10.3% | +0.3% | -9.5% |
| 1Y | -5.3% | -14.4% | +9.1% | -4.4% |
| All | -5.3% | -14.5% | +9.2% | -4.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling