+15.6%
TFC vs TAP
0.0%
+15.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.1% | +2.0% | -0.7% |
| 7D | +2.2% | -2.3% | +4.6% | +3.1% |
| 30D | -2.5% | -9.4% | +6.9% | +0.9% |
| 3M | +4.5% | -0.8% | +5.3% | +4.4% |
| 6M | +11.0% | -14.7% | +25.7% | +16.8% |
| YTD | +5.9% | -13.9% | +19.8% | +10.4% |
| 1Y | +14.6% | -18.6% | +33.2% | +21.7% |
| 3Y | +96.7% | -32.0% | +128.7% | +120.8% |
| 5Y | +15.6% | -1.0% | +16.6% | +1.3% |
| All | +15.6% | 0.0% | +15.6% | +1.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 5y: compounded portfolio wealth divided by compounded TAP 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…
5y analysis · Full analysis span regression · 6 months rolling