+38.4%
FFIV vs TAP
-1.4%
+39.8%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.7% |
| 7D | +1.9% | -6.3% | +8.2% | +2.6% |
| 30D | -33.3% | +2.7% | -36.0% | -33.7% |
| 3M | -24.9% | -3.7% | -21.2% | -24.7% |
| 6M | -10.5% | -2.0% | -8.5% | -10.8% |
| YTD | +24.4% | -12.3% | +36.8% | +25.8% |
| 1Y | +32.3% | -10.1% | +42.3% | +32.7% |
| 3Y | +99.7% | -25.3% | +125.0% | +108.3% |
| 5Y | +38.4% | -1.9% | +40.4% | +31.5% |
| All | +38.4% | -1.4% | +39.8% | +31.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling