+4,087.3%
FDX vs TAP
+825.0%
+3,262.3%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.4% | -0.5% |
| 7D | -2.5% | -2.3% | -0.2% | -2.1% |
| 30D | +3.8% | -2.1% | +5.9% | +4.2% |
| 3M | -1.3% | +6.6% | -7.9% | -3.0% |
| 6M | +5.0% | -11.5% | +16.5% | +7.4% |
| YTD | +39.6% | -10.3% | +49.9% | +42.2% |
| 1Y | +81.1% | -14.4% | +95.5% | +86.0% |
| 3Y | +63.0% | -28.3% | +91.3% | +73.0% |
| 5Y | +65.6% | +1.7% | +63.9% | +61.9% |
| 10Y | +183.4% | -49.2% | +232.6% | +206.7% |
| All | +4,087.3% | +825.0% | +3,262.3% | +2,702.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling