-51.6%
TAP vs IFF
-19.8%
-31.7%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | 0.0% |
| 7D | -5.3% | -2.8% | -2.5% | -4.4% |
| 30D | -7.4% | -1.1% | -6.2% | -7.0% |
| 3M | -4.9% | +13.8% | -18.7% | -8.8% |
| 6M | -14.2% | +16.7% | -30.9% | -19.2% |
| YTD | -14.8% | +26.1% | -40.9% | -21.7% |
| 1Y | -18.1% | +33.5% | -51.6% | -26.2% |
| 3Y | -32.7% | +31.6% | -64.3% | -40.3% |
| 5Y | -0.5% | -34.9% | +34.4% | +8.0% |
| All | -51.6% | -19.8% | -31.7% | -54.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 IFF 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