+5,150.0%
FFIV vs TAP
+214.4%
+4,935.7%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.3% | -0.4% |
| 7D | -1.0% | -2.3% | +1.4% | -0.6% |
| 30D | -5.1% | -2.1% | -2.9% | -4.9% |
| 3M | -4.5% | +6.6% | -11.1% | -6.1% |
| 6M | +36.5% | -11.5% | +48.0% | +38.8% |
| YTD | +53.0% | -10.3% | +63.2% | +54.6% |
| 1Y | +24.2% | -14.4% | +38.6% | +26.4% |
| 3Y | +137.2% | -28.3% | +165.5% | +148.0% |
| 5Y | +91.8% | +1.7% | +90.1% | +85.6% |
| 10Y | +215.2% | -49.2% | +264.4% | +231.1% |
| All | +5,150.0% | +214.4% | +4,935.7% | +6,920.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling