+499.7%
FICO vs TAP
-49.3%
+549.0%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.5% | +4.1% | +0.9% |
| 7D | -0.9% | +0.5% | -1.5% | -1.3% |
| 30D | +3.3% | +9.1% | -5.8% | +0.8% |
| 3M | -31.7% | -3.8% | -27.9% | -31.0% |
| 6M | -34.0% | -3.4% | -30.5% | -33.3% |
| YTD | -58.3% | -10.6% | -47.7% | -57.3% |
| 1Y | -57.9% | -4.4% | -53.5% | -57.7% |
| 3Y | -24.1% | -24.4% | +0.3% | -19.6% |
| 5Y | +85.3% | +2.1% | +83.2% | +76.2% |
| All | +499.7% | -49.3% | +549.0% | +538.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling