+66.2%
FIVE vs TAP
-9.9%
+76.2%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.4% | -0.1% |
| 7D | +7.3% | -4.5% | +11.8% | +7.8% |
| 30D | +18.1% | +7.5% | +10.6% | +17.5% |
| 3M | +7.7% | -4.9% | +12.6% | +8.2% |
| 6M | +13.6% | -3.5% | +17.1% | +13.6% |
| YTD | +34.6% | -11.4% | +46.0% | +32.6% |
| 1Y | +66.2% | -10.8% | +77.0% | +63.7% |
| All | +66.2% | -9.9% | +76.2% | +63.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling