+86.1%
FICO vs TAP
+6.9%
+79.2%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.1% | +3.0% | +1.5% |
| 7D | -0.3% | +7.7% | -8.0% | -2.6% |
| 30D | +1.7% | +14.4% | -12.7% | -2.1% |
| 3M | -35.2% | +2.0% | -37.2% | -35.7% |
| 6M | -33.7% | +2.5% | -36.1% | -34.2% |
| YTD | -58.2% | -6.4% | -51.7% | -57.9% |
| 1Y | -56.6% | -2.3% | -54.3% | -56.9% |
| 3Y | -24.0% | -20.3% | -3.7% | -21.4% |
| 5Y | +86.1% | +6.9% | +79.2% | +77.7% |
| All | +86.1% | +6.9% | +79.2% | +77.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling