-24.2%
FDS vs TAP
+0.6%
-24.8%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.2% | -2.9% | -0.6% |
| 7D | +1.5% | +1.3% | +0.2% | +1.1% |
| 30D | +14.8% | +5.7% | +9.1% | +13.3% |
| 3M | +16.3% | -1.9% | +18.2% | +16.7% |
| 6M | +66.2% | +0.9% | +65.3% | +65.9% |
| YTD | +16.2% | -9.5% | +25.7% | +18.2% |
| 1Y | +21.8% | -9.0% | +30.8% | +23.7% |
| 3Y | -23.9% | -22.2% | -1.6% | -21.0% |
| All | -24.2% | +0.6% | -24.8% | -24.1% |
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