+851.7%
FIVE vs TAP
+40.6%
+811.1%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.2% | +5.3% | +5.2% |
| 7D | +4.3% | -2.3% | +6.6% | +5.0% |
| 30D | +12.5% | -2.1% | +14.7% | +13.3% |
| 3M | +31.2% | +6.6% | +24.6% | +28.3% |
| 6M | +14.4% | -11.5% | +25.9% | +18.3% |
| YTD | +33.9% | -10.3% | +44.2% | +37.0% |
| 1Y | +65.1% | -14.4% | +79.4% | +70.8% |
| 3Y | +49.0% | -28.3% | +77.3% | +60.3% |
| 5Y | +30.3% | +1.7% | +28.6% | +22.0% |
| 10Y | +481.1% | -49.2% | +530.3% | +505.6% |
| All | +851.7% | +40.6% | +811.1% | +535.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling