-33.8%
TAP vs IFF
+30.1%
-63.9%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.6% | -0.5% |
| 7D | -5.1% | -3.0% | -2.1% | -4.3% |
| 30D | -8.4% | -0.9% | -7.5% | -8.2% |
| 3M | -3.9% | +11.8% | -15.8% | -7.0% |
| 6M | -14.4% | +16.5% | -30.9% | -18.7% |
| YTD | -14.7% | +26.5% | -41.3% | -21.0% |
| 1Y | -18.7% | +32.7% | -51.4% | -25.9% |
| All | -33.8% | +30.1% | -63.9% | -42.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling