+58.5%
FDX vs TAP
-10.2%
+68.7%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.2% | +4.7% | +3.7% |
| 7D | +0.2% | -7.8% | +8.0% | +2.0% |
| 30D | +9.3% | +7.1% | +2.2% | +7.9% |
| 3M | +0.5% | -7.0% | +7.5% | +1.9% |
| 6M | +5.3% | -3.8% | +9.1% | +6.0% |
| YTD | +38.6% | -11.7% | +50.3% | +41.7% |
| All | +58.5% | -10.2% | +68.7% | +60.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling