-51.7%
FIG vs TAP
+4.4%
-56.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +3.0% | +2.2% | +5.2% |
| 7D | -4.7% | +9.9% | -14.6% | -4.4% |
| 30D | +0.5% | +18.1% | -17.6% | +1.7% |
| 3M | -18.4% | +3.2% | -21.6% | -19.2% |
| 6M | +10.9% | +8.4% | +2.4% | +11.2% |
| YTD | -40.8% | -4.4% | -36.4% | -45.0% |
| 1Y | -51.7% | +3.2% | -54.9% | -53.3% |
| All | -51.7% | +4.4% | -56.1% | -53.3% |
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