-16.7%
FDS vs TAP
+2.2%
-18.8%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.2% | -3.3% | -3.5% |
| 7D | -1.9% | -2.3% | +0.4% | -1.4% |
| 30D | +9.0% | -2.1% | +11.2% | +9.5% |
| 3M | +18.9% | +6.6% | +12.2% | +17.6% |
| 6M | +35.1% | -11.5% | +46.6% | +38.2% |
| YTD | +5.5% | -10.3% | +15.8% | +7.4% |
| 1Y | -16.8% | -14.4% | -2.4% | -14.6% |
| 3Y | -28.1% | -28.3% | +0.2% | -24.5% |
| All | -16.7% | +2.2% | -18.8% | -15.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling