+49.6%
CF vs TAP
-6.0%
+55.6%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.5% | +5.2% | +0.7% |
| 7D | -3.2% | +0.5% | -3.7% | -3.3% |
| 30D | +4.3% | +9.1% | -4.8% | +4.0% |
| 3M | +2.8% | -3.8% | +6.6% | +2.3% |
| 6M | +0.6% | -3.4% | +4.1% | +0.3% |
| YTD | +56.6% | -10.6% | +67.3% | +53.0% |
| 1Y | +49.6% | -4.4% | +54.0% | +43.5% |
| All | +49.6% | -6.0% | +55.6% | +43.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling