-40.2%
FIS vs TAP
-52.1%
+11.9%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -4.1% | -1.8% | -4.6% |
| 7D | -3.5% | -2.3% | -1.1% | -2.7% |
| 30D | -7.8% | -9.4% | +1.6% | -5.0% |
| 3M | +0.8% | -0.8% | +1.6% | +1.1% |
| 6M | -21.9% | -14.7% | -7.2% | -18.3% |
| YTD | -39.5% | -13.9% | -25.6% | -37.3% |
| 1Y | -41.0% | -18.6% | -22.4% | -37.8% |
| 3Y | -23.6% | -32.0% | +8.4% | -15.9% |
| 5Y | -65.6% | -1.0% | -64.6% | -67.1% |
| 10Y | -40.2% | -51.4% | +11.1% | -37.4% |
| All | -40.2% | -52.1% | +11.9% | -37.4% |
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