-19.5%
TSN vs TAP
0.0%
-19.5%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -4.1% | +5.8% | +2.9% |
| 7D | -5.0% | -2.3% | -2.7% | -4.4% |
| 30D | -9.1% | -9.4% | +0.3% | -6.4% |
| 3M | -7.4% | -0.8% | -6.6% | -7.5% |
| 6M | -13.4% | -14.7% | +1.4% | -9.5% |
| YTD | -8.5% | -13.9% | +5.5% | -5.2% |
| 1Y | -3.2% | -18.6% | +15.4% | +2.0% |
| 3Y | +11.5% | -32.0% | +43.5% | +23.0% |
| 5Y | -19.5% | -1.0% | -18.5% | -23.6% |
| All | -19.5% | 0.0% | -19.5% | -23.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling