+3,916.3%
FDX vs TAP
+821.1%
+3,095.2%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -4.5% | +1.8% | -1.7% |
| 7D | -1.6% | +0.5% | -2.2% | -1.8% |
| 30D | +6.6% | +9.1% | -2.5% | +4.5% |
| 3M | -2.1% | -3.8% | +1.7% | -1.4% |
| 6M | +2.2% | -3.4% | +5.6% | +2.5% |
| YTD | +33.9% | -10.6% | +44.6% | +36.3% |
| 1Y | +50.2% | -4.4% | +54.6% | +50.5% |
| 3Y | +65.5% | -24.4% | +89.9% | +73.7% |
| 5Y | +74.1% | +2.1% | +72.0% | +70.0% |
| 10Y | +156.7% | -48.7% | +205.4% | +177.2% |
| All | +3,916.3% | +821.1% | +3,095.2% | +2,587.4% |
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 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