+35.5%
FAST vs TAP
-9.9%
+45.4%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.2% | +0.4% |
| 7D | +4.8% | -4.5% | +9.3% | +5.7% |
| 30D | +8.6% | +7.5% | +1.1% | +6.8% |
| 3M | +5.7% | -4.9% | +10.6% | +6.5% |
| 6M | +25.5% | -3.5% | +29.0% | +25.8% |
| YTD | +39.6% | -11.4% | +51.0% | +41.5% |
| 1Y | +35.5% | -10.8% | +46.3% | +37.0% |
| All | +35.5% | -9.9% | +45.4% | +37.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling