-21.6%
FDS vs TAP
-19.0%
-2.7%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-08 to 2026-09-08.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -4.1% | -0.2% | -2.6% |
| 7D | -5.4% | -2.3% | -3.1% | -4.4% |
| 30D | +1.6% | -9.4% | +11.0% | +5.6% |
| 3M | +17.7% | -0.8% | +18.5% | +18.9% |
| 6M | +29.1% | -14.7% | +43.8% | +34.8% |
| YTD | +1.0% | -13.9% | +14.9% | +4.5% |
| 1Y | -21.6% | -18.6% | -3.0% | -18.9% |
| All | -21.6% | -19.0% | -2.7% | -18.9% |
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 2025-09-08 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…
2025-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling