+34.2%
FFIV vs TAP
-11.8%
+46.0%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.7% | +1.6% | +0.7% |
| 7D | -2.9% | -8.0% | +5.1% | -4.9% |
| 30D | -32.4% | +4.1% | -36.5% | -31.5% |
| 3M | -22.7% | -4.4% | -18.3% | -23.0% |
| 6M | -10.7% | -1.9% | -8.7% | -10.0% |
| YTD | +25.4% | -12.1% | +37.4% | +23.4% |
| 1Y | +34.2% | -12.0% | +46.2% | +31.9% |
| All | +34.2% | -11.8% | +46.0% | +31.9% |
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