+36.6%
FFIV vs TAP
+4.4%
+32.2%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.0% | -3.5% | +0.4% |
| 7D | -9.8% | +9.9% | -19.7% | -7.4% |
| 30D | -28.1% | +18.1% | -46.2% | -24.9% |
| 3M | -20.0% | +3.2% | -23.2% | -18.8% |
| 6M | -0.1% | +8.4% | -8.5% | +3.0% |
| YTD | +29.2% | -4.4% | +33.6% | +29.7% |
| 1Y | +36.6% | +3.2% | +33.4% | +36.0% |
| All | +36.6% | +4.4% | +32.2% | +36.0% |
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 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