+104,095.6%
FICO vs TAP
+825.0%
+103,270.5%
-79.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -0.2% | -16.5% | -16.7% |
| 7D | -19.2% | -2.3% | -16.9% | -18.9% |
| 30D | -14.6% | -2.1% | -12.4% | -14.3% |
| 3M | -20.1% | +6.6% | -26.7% | -20.9% |
| 6M | -36.3% | -11.5% | -24.8% | -35.0% |
| YTD | -44.9% | -10.3% | -34.6% | -44.0% |
| 1Y | -38.6% | -14.4% | -24.2% | -37.2% |
| 3Y | +4.0% | -28.3% | +32.3% | +8.8% |
| 5Y | +99.5% | +1.7% | +97.8% | +95.3% |
| 10Y | +604.7% | -49.2% | +653.9% | +644.4% |
| All | +104,095.6% | +825.0% | +103,270.5% | +113,272.2% |
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