+153.5%
FDX vs TAP
-46.0%
+199.5%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.2% | -1.7% | +0.4% |
| 7D | +5.2% | +1.3% | +3.9% | +4.7% |
| 30D | +11.3% | +5.7% | +5.6% | +8.9% |
| 3M | -4.1% | -1.9% | -2.2% | -3.9% |
| 6M | +9.6% | +0.9% | +8.7% | +8.3% |
| YTD | +40.9% | -9.5% | +50.4% | +44.1% |
| 1Y | +53.0% | -9.0% | +62.0% | +56.0% |
| 3Y | +74.1% | -22.2% | +96.3% | +85.6% |
| 5Y | +75.1% | +1.2% | +73.9% | +65.7% |
| All | +153.5% | -46.0% | +199.5% | +146.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling