+224.3%
FFIV vs TAP
-50.2%
+274.4%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.3% | -0.4% |
| 7D | -1.0% | -2.3% | +1.4% | -0.5% |
| 30D | -5.1% | -2.1% | -2.9% | -4.8% |
| 3M | -4.5% | +6.6% | -11.1% | -6.4% |
| 6M | +36.5% | -11.5% | +48.0% | +39.4% |
| YTD | +53.0% | -10.3% | +63.2% | +54.9% |
| 1Y | +24.2% | -14.4% | +38.6% | +26.9% |
| 3Y | +137.2% | -28.3% | +165.5% | +151.0% |
| 5Y | +91.8% | +1.7% | +90.1% | +82.3% |
| All | +224.3% | -50.2% | +274.4% | +222.8% |
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