+4,079.4%
FFIV vs TAP
+213.0%
+3,866.3%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.5% | +4.2% | +0.5% |
| 7D | -8.1% | +0.5% | -8.7% | -8.4% |
| 30D | -33.4% | +9.1% | -42.5% | -34.6% |
| 3M | -24.7% | -3.8% | -21.0% | -24.6% |
| 6M | -8.8% | -3.4% | -5.4% | -9.0% |
| YTD | +21.8% | -10.6% | +32.4% | +22.8% |
| 1Y | +25.3% | -4.4% | +29.7% | +24.4% |
| 3Y | +101.2% | -24.4% | +125.5% | +107.6% |
| 5Y | +40.2% | +2.1% | +38.1% | +35.2% |
| 10Y | +129.0% | -48.7% | +177.8% | +139.6% |
| All | +4,079.4% | +213.0% | +3,866.3% | +5,474.2% |
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