+498.4%
FIVE vs TAP
-46.0%
+544.4%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.2% | -3.4% | -1.2% |
| 7D | +2.7% | +1.3% | +1.4% | +2.2% |
| 30D | +12.7% | +5.7% | +6.9% | +10.3% |
| 3M | +2.1% | -1.9% | +4.0% | +2.2% |
| 6M | +17.5% | +0.9% | +16.5% | +16.2% |
| YTD | +31.0% | -9.5% | +40.5% | +33.2% |
| 1Y | +67.7% | -9.0% | +76.7% | +70.0% |
| 3Y | +43.4% | -22.2% | +65.6% | +49.9% |
| 5Y | +18.1% | +1.2% | +16.9% | +9.2% |
| All | +498.4% | -46.0% | +544.4% | +455.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling