+1,067.1%
TSN vs TAP
+813.1%
+253.9%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.3% | +0.4% | +0.6% |
| 7D | +5.8% | -4.5% | +10.4% | +6.8% |
| 30D | +12.8% | +7.5% | +5.4% | +11.2% |
| 3M | +6.5% | -4.9% | +11.3% | +7.2% |
| 6M | -10.3% | -3.5% | -6.8% | -9.9% |
| YTD | +5.5% | -11.4% | +16.9% | +7.3% |
| 1Y | +15.8% | -10.8% | +26.6% | +17.5% |
| 3Y | +42.5% | -24.5% | +67.0% | +48.6% |
| 5Y | -14.3% | +2.5% | -16.8% | -16.2% |
| 10Y | +18.2% | -47.6% | +65.8% | +25.9% |
| All | +1,067.1% | +813.1% | +253.9% | +735.1% |
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