+776.0%
TAP vs RJF
+46,927.3%
-46,151.3%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.3% |
| 7D | -6.3% | +1.5% | -7.8% | -6.6% |
| 30D | +2.7% | +6.7% | -4.0% | +1.5% |
| 3M | -3.7% | -7.3% | +3.6% | -2.4% |
| 6M | -2.0% | +9.8% | -11.8% | -3.9% |
| YTD | -12.3% | +5.6% | -18.0% | -13.7% |
| 1Y | -10.1% | +2.3% | -12.3% | -11.0% |
| 3Y | -25.3% | +73.6% | -98.9% | -33.6% |
| 5Y | -1.9% | +79.9% | -81.8% | -14.4% |
| 10Y | -47.8% | +328.8% | -376.6% | -61.3% |
| All | +776.0% | +46,927.3% | -46,151.3% | +195.9% |
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