+36.6%
FIVE vs TAP
+2.2%
+34.4%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.2% | +5.3% | +5.1% |
| 7D | +4.3% | -2.3% | +6.6% | +4.8% |
| 30D | +12.5% | -2.1% | +14.7% | +13.1% |
| 3M | +31.2% | +6.6% | +24.6% | +29.1% |
| 6M | +14.4% | -11.5% | +25.9% | +17.3% |
| YTD | +33.9% | -10.3% | +44.2% | +36.0% |
| 1Y | +65.1% | -14.4% | +79.4% | +69.5% |
| 3Y | +49.0% | -28.3% | +77.3% | +59.0% |
| All | +36.6% | +2.2% | +34.4% | +23.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling