+760.1%
TAP vs IFF
+848.0%
-87.9%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.8% | -3.3% | -3.8% |
| 7D | -2.3% | -0.2% | -2.1% | -2.2% |
| 30D | -9.4% | -0.3% | -9.1% | -9.3% |
| 3M | -0.8% | +18.6% | -19.4% | -6.0% |
| 6M | -14.7% | +17.4% | -32.1% | -19.8% |
| YTD | -13.9% | +28.5% | -42.4% | -21.3% |
| 1Y | -18.6% | +32.5% | -51.1% | -26.4% |
| 3Y | -32.0% | +34.1% | -66.1% | -39.7% |
| 5Y | -1.0% | -35.2% | +34.2% | +5.9% |
| 10Y | -51.4% | -21.1% | -30.3% | -52.9% |
| All | +760.1% | +848.0% | -87.9% | +195.5% |
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 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