+42.2%
TSN vs TAP
-23.7%
+65.9%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.5% | +3.8% | +0.5% |
| 7D | +4.6% | +0.5% | +4.1% | +4.4% |
| 30D | +15.4% | +9.1% | +6.3% | +12.4% |
| 3M | +2.9% | -3.8% | +6.7% | +3.7% |
| 6M | -10.8% | -3.4% | -7.3% | -10.4% |
| YTD | +4.5% | -10.6% | +15.1% | +6.6% |
| 1Y | +19.5% | -4.4% | +23.9% | +19.1% |
| 3Y | +42.2% | -24.4% | +66.6% | +46.7% |
| All | +42.2% | -23.7% | +65.9% | +46.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling