+9,012.0%
WMT vs TAP
+825.0%
+8,186.9%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.0% | -1.2% |
| 7D | +3.9% | -2.3% | +6.2% | +4.3% |
| 30D | -4.4% | -2.1% | -2.3% | -4.2% |
| 3M | -8.8% | +6.6% | -15.4% | -9.8% |
| 6M | -15.6% | -11.5% | -4.1% | -14.2% |
| YTD | -3.2% | -10.3% | +7.0% | -1.9% |
| 1Y | +7.0% | -14.4% | +21.4% | +9.1% |
| 3Y | +105.3% | -28.3% | +133.6% | +113.6% |
| 5Y | +129.3% | +1.7% | +127.5% | +124.0% |
| 10Y | +423.9% | -49.2% | +473.1% | +451.8% |
| All | +9,012.0% | +825.0% | +8,186.9% | +5,376.1% |
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