+534.7%
WMT vs TAP
-47.7%
+582.4%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.7% | +0.5% |
| 7D | -1.2% | -6.3% | +5.1% | -0.1% |
| 30D | +12.4% | +2.7% | +9.7% | +11.9% |
| 3M | +9.0% | -3.7% | +12.8% | +9.6% |
| 6M | -3.0% | -2.0% | -0.9% | -2.9% |
| YTD | +14.0% | -12.3% | +26.3% | +16.1% |
| 1Y | +23.0% | -10.1% | +33.1% | +24.7% |
| 3Y | +135.1% | -25.3% | +160.4% | +143.9% |
| 5Y | +172.7% | -1.9% | +174.7% | +168.1% |
| All | +534.7% | -47.7% | +582.4% | +556.2% |
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