-32.0%
TAP vs RJF
+76.7%
-108.7%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.0% | -3.1% | -4.0% |
| 7D | -2.3% | +1.8% | -4.1% | -2.5% |
| 30D | -9.4% | 0.0% | -9.4% | -9.4% |
| 3M | -0.8% | +18.0% | -18.8% | -3.0% |
| 6M | -14.7% | +17.0% | -31.7% | -16.6% |
| YTD | -13.9% | +11.1% | -25.1% | -15.5% |
| 1Y | -18.6% | +8.0% | -26.6% | -19.9% |
| 3Y | -32.0% | +73.3% | -105.3% | -42.2% |
| All | -32.0% | +76.7% | -108.7% | -42.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling