+576.2%
FE vs TAP
+290.1%
+286.1%
-55.7%
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 | +1.9% | -2.3% | +4.3% | +2.5% |
| 30D | -1.2% | -2.1% | +1.0% | -0.8% |
| 3M | +3.5% | +6.6% | -3.1% | +1.7% |
| 6M | -6.1% | -11.5% | +5.4% | -3.7% |
| YTD | +7.6% | -10.3% | +17.9% | +9.6% |
| 1Y | +11.9% | -14.4% | +26.3% | +15.0% |
| 3Y | +48.4% | -28.3% | +76.7% | +57.6% |
| 5Y | +44.8% | +1.7% | +43.1% | +39.6% |
| 10Y | +115.9% | -49.2% | +165.1% | +133.0% |
| All | +576.2% | +290.1% | +286.1% | +386.5% |
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