+804.3%
TAP vs IFF
+802.8%
+1.5%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.0% | +2.3% | +2.9% |
| 7D | +1.3% | -1.8% | +3.0% | +1.8% |
| 30D | +5.7% | -9.4% | +15.1% | +8.9% |
| 3M | -1.9% | -3.0% | +1.1% | -1.0% |
| 6M | +0.9% | +5.8% | -4.9% | -1.2% |
| YTD | -9.5% | +22.4% | -31.9% | -16.1% |
| 1Y | -9.0% | +23.0% | -32.0% | -15.8% |
| 3Y | -22.2% | +21.8% | -44.0% | -29.0% |
| 5Y | +1.2% | -39.2% | +40.5% | +10.7% |
| 10Y | -46.1% | -12.4% | -33.7% | -49.4% |
| All | +804.3% | +802.8% | +1.5% | +215.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling