+895.4%
TSN vs TAP
+825.0%
+70.4%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.6% |
| 7D | -6.3% | -2.3% | -4.0% | -5.9% |
| 30D | -10.8% | -2.1% | -8.7% | -10.5% |
| 3M | -8.8% | +6.6% | -15.4% | -10.0% |
| 6M | -16.8% | -11.5% | -5.3% | -15.1% |
| YTD | -10.0% | -10.3% | +0.3% | -8.6% |
| 1Y | -5.3% | -14.4% | +9.1% | -2.9% |
| 3Y | +8.5% | -28.3% | +36.8% | +14.4% |
| 5Y | -22.9% | +1.7% | -24.6% | -24.5% |
| 10Y | -12.6% | -49.2% | +36.6% | -6.3% |
| All | +895.4% | +825.0% | +70.4% | +611.8% |
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