-80.3%
FIG vs TAP
-15.5%
-64.8%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -4.1% | -1.6% | -6.4% |
| 7D | -16.4% | -2.3% | -14.0% | -16.7% |
| 30D | -2.3% | -9.4% | +7.1% | -4.4% |
| 3M | +7.8% | -0.8% | +8.6% | +8.1% |
| 6M | -21.8% | -14.7% | -7.1% | -26.6% |
| YTD | -39.1% | -13.9% | -25.2% | -43.0% |
| 1Y | -56.6% | -18.6% | -38.0% | -56.4% |
| All | -80.3% | -15.5% | -64.8% | -80.8% |
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 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