+806.8%
FIVE vs TAP
+40.0%
+766.8%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.5% | +4.1% | +1.0% |
| 7D | -0.3% | +0.5% | -0.8% | -0.5% |
| 30D | +17.7% | +9.1% | +8.5% | +14.1% |
| 3M | +4.0% | -3.8% | +7.8% | +4.8% |
| 6M | +2.6% | -3.4% | +6.1% | +3.1% |
| YTD | +27.6% | -10.6% | +38.2% | +30.3% |
| 1Y | +59.9% | -4.4% | +64.3% | +59.3% |
| 3Y | +35.8% | -24.4% | +60.1% | +43.1% |
| 5Y | +14.4% | +2.1% | +12.3% | +6.8% |
| 10Y | +576.1% | -48.7% | +624.9% | +600.6% |
| All | +806.8% | +40.0% | +766.8% | +504.3% |
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 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