+25.5%
FDS vs TAP
-11.8%
+37.3%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.7% | +3.5% | +3.1% |
| 7D | -2.1% | -8.0% | +5.9% | +1.6% |
| 30D | +16.0% | +4.1% | +11.9% | +14.4% |
| 3M | +18.8% | -4.4% | +23.2% | +20.7% |
| 6M | +54.1% | -1.9% | +56.1% | +55.2% |
| YTD | +17.0% | -12.1% | +29.1% | +20.3% |
| 1Y | +25.5% | -12.0% | +37.6% | +29.3% |
| All | +25.5% | -11.8% | +37.3% | +29.3% |
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 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