+782.4%
TAP vs RJF
+47,070.7%
-46,288.3%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.1% | -4.3% | -1.8% |
| 7D | -7.8% | +3.4% | -11.2% | -8.4% |
| 30D | +7.1% | +5.9% | +1.2% | +6.0% |
| 3M | -7.0% | -4.6% | -2.4% | -6.3% |
| 6M | -3.8% | +9.5% | -13.3% | -5.6% |
| YTD | -11.7% | +6.0% | -17.7% | -13.1% |
| 1Y | -10.1% | +4.3% | -14.4% | -11.4% |
| 3Y | -23.7% | +76.6% | -100.3% | -32.4% |
| 5Y | +2.9% | +80.6% | -77.7% | -10.3% |
| 10Y | -49.5% | +346.5% | -396.0% | -62.8% |
| All | +782.4% | +47,070.7% | -46,288.3% | +197.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling