-59.7%
FICO vs TAP
-13.1%
-46.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.3% | -1.2% | -1.4% |
| 7D | +1.4% | -6.3% | +7.7% | +4.0% |
| 30D | -0.8% | +2.7% | -3.5% | -2.0% |
| 3M | -31.3% | -3.7% | -27.6% | -31.1% |
| 6M | -33.9% | -2.0% | -31.9% | -34.1% |
| YTD | -57.6% | -12.3% | -45.2% | -58.0% |
| 1Y | -59.7% | -10.1% | -49.6% | -59.8% |
| All | -59.7% | -13.1% | -46.6% | -59.8% |
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