+481.0%
CF vs TAP
-48.8%
+529.9%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.3% | +2.3% | +2.5% |
| 7D | +4.8% | -4.5% | +9.3% | +6.3% |
| 30D | +9.7% | +7.5% | +2.2% | +6.4% |
| 3M | +1.2% | -4.9% | +6.1% | +2.4% |
| 6M | +7.4% | -3.5% | +10.9% | +7.3% |
| YTD | +60.5% | -11.4% | +71.9% | +64.3% |
| 1Y | +50.7% | -10.8% | +61.5% | +53.7% |
| 3Y | +64.8% | -24.5% | +89.3% | +74.7% |
| 5Y | +115.8% | +2.5% | +113.3% | +91.5% |
| 10Y | +481.0% | -47.6% | +528.6% | +423.2% |
| All | +481.0% | -48.8% | +529.9% | +423.2% |
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