+99.4%
WMT vs TAP
-33.0%
+132.4%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.7% | -0.1% |
| 7D | -0.2% | -5.1% | +4.8% | +0.6% |
| 30D | -5.8% | -8.4% | +2.6% | -4.6% |
| 3M | -10.8% | -3.9% | -6.8% | -10.3% |
| 6M | -14.3% | -14.4% | 0.0% | -12.5% |
| YTD | -4.4% | -14.7% | +10.3% | -2.1% |
| 1Y | +4.3% | -18.7% | +23.0% | +7.6% |
| All | +99.4% | -33.0% | +132.4% | +110.0% |
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