-50.4%
TAP vs RJF
+428.4%
-478.8%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.3% | -0.7% |
| 7D | -5.1% | -0.3% | -4.8% | -5.0% |
| 30D | -8.4% | -2.0% | -6.4% | -7.8% |
| 3M | -3.9% | +16.3% | -20.3% | -9.2% |
| 6M | -14.4% | +16.9% | -31.3% | -19.5% |
| YTD | -14.7% | +10.4% | -25.2% | -18.6% |
| 1Y | -18.7% | +7.4% | -26.1% | -21.9% |
| 3Y | -32.6% | +72.2% | -104.9% | -47.7% |
| 5Y | -1.4% | +105.1% | -106.5% | -31.5% |
| 10Y | -50.4% | +430.9% | -481.3% | -75.9% |
| All | -50.4% | +428.4% | -478.8% | -75.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RJF.
Daily Out/Under-Performance
Portfolio return minus RJF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RJF 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 10y: compounded portfolio wealth divided by compounded RJF 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…
10y analysis · Full analysis span regression · 6 months rolling