-52.8%
FIS vs TAP
-11.8%
-40.9%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -0.7% | +7.4% | +6.9% |
| 7D | +1.5% | -8.0% | +9.5% | +3.3% |
| 30D | -11.8% | +4.1% | -15.9% | -13.1% |
| 3M | -28.5% | -4.4% | -24.2% | -28.3% |
| 6M | -27.0% | -1.9% | -25.1% | -27.2% |
| YTD | -53.1% | -12.1% | -41.0% | -54.5% |
| 1Y | -52.8% | -12.0% | -40.7% | -54.3% |
| All | -52.8% | -11.8% | -40.9% | -54.3% |
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