+155.7%
FDX vs TAP
-47.8%
+203.6%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.7% | +1.7% | +1.2% |
| 7D | -2.1% | -8.0% | +5.9% | +0.9% |
| 30D | +10.4% | +4.1% | +6.3% | +8.7% |
| 3M | +0.5% | -4.4% | +4.8% | +1.6% |
| 6M | +6.5% | -1.9% | +8.4% | +6.3% |
| YTD | +40.2% | -12.1% | +52.3% | +44.9% |
| 1Y | +52.1% | -12.0% | +64.1% | +56.9% |
| 3Y | +72.8% | -25.0% | +97.8% | +86.7% |
| 5Y | +76.3% | -1.1% | +77.4% | +68.2% |
| 10Y | +155.7% | -47.6% | +203.4% | +149.8% |
| All | +155.7% | -47.8% | +203.6% | +149.8% |
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