+100.3%
FFIV vs TAP
-24.6%
+124.8%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.7% |
| 7D | +1.9% | -6.3% | +8.2% | +2.0% |
| 30D | -33.3% | +2.7% | -36.0% | -33.4% |
| 3M | -24.9% | -3.7% | -21.2% | -24.8% |
| 6M | -10.5% | -2.0% | -8.5% | -10.6% |
| YTD | +24.4% | -12.3% | +36.8% | +25.1% |
| 1Y | +32.3% | -10.1% | +42.3% | +32.1% |
| All | +100.3% | -24.6% | +124.8% | +104.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling