-83.2%
FIG vs TAP
-13.3%
-69.9%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.2% | +4.3% | +3.1% |
| 7D | -12.6% | -7.8% | -4.8% | -12.6% |
| 30D | -13.8% | +7.1% | -20.9% | -12.6% |
| 3M | -16.7% | -7.0% | -9.7% | -18.0% |
| 6M | -6.1% | -3.8% | -2.3% | -7.4% |
| YTD | -48.1% | -11.7% | -36.4% | -51.1% |
| 1Y | -56.2% | -10.1% | -46.0% | -58.4% |
| All | -83.2% | -13.3% | -69.9% | -83.5% |
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