-18.2%
TAP vs IFF
+34.1%
-52.3%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | 0.0% |
| 7D | -5.3% | -2.8% | -2.5% | -4.6% |
| 30D | -7.4% | -1.1% | -6.2% | -7.1% |
| 3M | -4.9% | +13.8% | -18.7% | -7.9% |
| 6M | -14.2% | +16.7% | -30.9% | -17.9% |
| YTD | -14.8% | +26.1% | -40.9% | -20.6% |
| All | -18.2% | +34.1% | -52.3% | -24.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling