+569.2%
FIVE vs TAP
-49.5%
+618.7%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -1.2% | +6.8% | +6.0% |
| 7D | +6.2% | -7.8% | +14.0% | +9.0% |
| 30D | +18.2% | +7.1% | +11.1% | +15.2% |
| 3M | +3.8% | -7.0% | +10.9% | +5.9% |
| 6M | +13.7% | -3.8% | +17.5% | +14.4% |
| YTD | +34.7% | -11.7% | +46.4% | +38.1% |
| 1Y | +66.6% | -10.1% | +76.7% | +69.4% |
| 3Y | +44.3% | -23.7% | +68.0% | +51.7% |
| 5Y | +18.8% | +2.9% | +15.9% | +9.1% |
| 10Y | +569.2% | -49.5% | +618.7% | +514.8% |
| All | +569.2% | -49.5% | +618.7% | +514.8% |
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