+602.8%
FICO vs TAP
-49.2%
+652.0%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -0.2% | -16.5% | -16.6% |
| 7D | -19.2% | -2.3% | -16.9% | -18.7% |
| 30D | -14.6% | -2.1% | -12.4% | -14.1% |
| 3M | -20.1% | +6.6% | -26.7% | -21.4% |
| 6M | -36.3% | -11.5% | -24.8% | -34.2% |
| YTD | -44.9% | -10.3% | -34.6% | -43.5% |
| 1Y | -38.6% | -14.4% | -24.2% | -36.4% |
| 3Y | +4.0% | -28.3% | +32.3% | +11.7% |
| 5Y | +99.5% | +1.7% | +97.8% | +89.6% |
| All | +602.8% | -49.2% | +652.0% | +661.9% |
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