+2,577.1%
TFC vs TAP
+821.1%
+1,756.0%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.5% | +3.6% | +0.2% |
| 7D | +1.2% | +0.5% | +0.7% | +1.0% |
| 30D | +8.3% | +9.1% | -0.8% | +5.9% |
| 3M | -5.2% | -3.8% | -1.4% | -4.5% |
| 6M | -0.8% | -3.4% | +2.6% | -0.4% |
| YTD | +3.4% | -10.6% | +14.1% | +5.5% |
| 1Y | +17.0% | -4.4% | +21.4% | +17.2% |
| 3Y | +86.2% | -24.4% | +110.5% | +95.9% |
| 5Y | -2.3% | +2.1% | -4.4% | -5.1% |
| 10Y | +93.9% | -48.7% | +142.7% | +111.5% |
| All | +2,577.1% | +821.1% | +1,756.0% | +1,855.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling