+5.3%
FE vs TAP
-6.0%
+11.3%
-15.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.5% | +3.1% | -0.9% |
| 7D | -1.0% | +0.5% | -1.5% | -1.1% |
| 30D | +4.1% | +9.1% | -5.0% | +3.1% |
| 3M | -1.0% | -3.8% | +2.8% | -0.8% |
| 6M | +4.0% | -3.4% | +7.4% | +3.8% |
| YTD | +6.8% | -10.6% | +17.5% | +6.7% |
| 1Y | +5.3% | -4.4% | +9.7% | +4.8% |
| All | +5.3% | -6.0% | +11.3% | +4.8% |
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 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