-5.2%
TAP vs IFF
-39.7%
+34.6%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.7% | +2.4% | +0.3% |
| 7D | -6.3% | -6.9% | +0.6% | -4.7% |
| 30D | +2.7% | -8.9% | +11.6% | +5.0% |
| 3M | -3.7% | -3.7% | 0.0% | -2.8% |
| 6M | -2.0% | +3.5% | -5.5% | -3.0% |
| YTD | -12.3% | +21.2% | -33.5% | -16.8% |
| 1Y | -10.1% | +25.6% | -35.7% | -15.4% |
| 3Y | -25.3% | +19.7% | -45.0% | -29.5% |
| All | -5.2% | -39.7% | +34.6% | +2.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling