+126.6%
FFIV vs TAP
-49.5%
+176.1%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.2% | +3.4% | +2.5% |
| 7D | -2.1% | -7.8% | +5.7% | -0.5% |
| 30D | -33.8% | +7.1% | -40.9% | -34.9% |
| 3M | -20.6% | -7.0% | -13.6% | -19.8% |
| 6M | -10.2% | -3.8% | -6.4% | -10.4% |
| YTD | +24.5% | -11.7% | +36.2% | +26.0% |
| 1Y | +29.3% | -10.1% | +39.4% | +30.1% |
| 3Y | +103.8% | -23.7% | +127.5% | +111.5% |
| 5Y | +40.9% | +2.9% | +38.0% | +32.9% |
| 10Y | +126.6% | -49.5% | +176.1% | +128.1% |
| All | +126.6% | -49.5% | +176.1% | +128.1% |
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 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