-7.0%
TSN vs TAP
-51.4%
+44.4%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -0.8% |
| 7D | -7.3% | -5.1% | -2.2% | -5.9% |
| 30D | -8.6% | -8.4% | -0.2% | -6.3% |
| 3M | -7.5% | -3.9% | -3.6% | -6.7% |
| 6M | -14.1% | -14.4% | +0.2% | -10.6% |
| YTD | -9.4% | -14.7% | +5.3% | -5.9% |
| 1Y | -4.1% | -18.7% | +14.6% | +1.0% |
| 3Y | +10.3% | -32.6% | +43.0% | +21.6% |
| 5Y | -19.7% | -1.4% | -18.3% | -22.3% |
| 10Y | -7.0% | -50.4% | +43.4% | +4.0% |
| All | -7.0% | -51.4% | +44.4% | +4.0% |
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