+178.8%
FDX vs TAP
-51.4%
+230.2%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.6% | -1.2% |
| 7D | -2.3% | -5.1% | +2.8% | -0.5% |
| 30D | -4.9% | -8.4% | +3.6% | -2.0% |
| 3M | -6.5% | -3.9% | -2.5% | -5.6% |
| 6M | +6.7% | -14.4% | +21.0% | +11.9% |
| YTD | +33.9% | -14.7% | +48.6% | +40.2% |
| 1Y | +72.2% | -18.7% | +90.9% | +82.8% |
| 3Y | +60.2% | -32.6% | +92.9% | +80.1% |
| 5Y | +62.9% | -1.4% | +64.4% | +55.7% |
| 10Y | +178.8% | -50.4% | +229.2% | +179.4% |
| All | +178.8% | -51.4% | +230.2% | +179.4% |
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