+78.3%
FDS vs TAP
-52.1%
+130.4%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -4.1% | -0.2% | -3.2% |
| 7D | -5.4% | -2.3% | -3.1% | -4.8% |
| 30D | +1.6% | -9.4% | +11.0% | +4.2% |
| 3M | +17.7% | -0.8% | +18.5% | +18.2% |
| 6M | +29.1% | -14.7% | +43.8% | +34.2% |
| YTD | +1.0% | -13.9% | +14.9% | +4.5% |
| 1Y | -21.6% | -18.6% | -3.0% | -17.8% |
| 3Y | -30.1% | -32.0% | +1.9% | -24.3% |
| 5Y | -20.7% | -1.0% | -19.8% | -23.7% |
| 10Y | +78.3% | -51.4% | +129.6% | +77.8% |
| All | +78.3% | -52.1% | +130.4% | +77.8% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling