+541.5%
FIVE vs TAP
-48.8%
+590.3%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.4% | -0.2% |
| 7D | +7.3% | -4.5% | +11.8% | +9.0% |
| 30D | +18.1% | +7.5% | +10.6% | +14.9% |
| 3M | +7.7% | -4.9% | +12.6% | +9.0% |
| 6M | +13.6% | -3.5% | +17.1% | +14.1% |
| YTD | +34.6% | -11.4% | +46.0% | +37.9% |
| 1Y | +66.2% | -10.8% | +77.0% | +69.5% |
| 3Y | +43.5% | -24.5% | +67.9% | +51.5% |
| 5Y | +20.7% | +2.5% | +18.2% | +11.0% |
| 10Y | +541.5% | -47.6% | +589.1% | +501.2% |
| All | +541.5% | -48.8% | +590.3% | +501.2% |
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 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