+230.6%
FIS vs TAP
+186.2%
+44.4%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.5% | +2.3% | -0.7% |
| 7D | -25.5% | +0.5% | -26.0% | -25.9% |
| 30D | -15.1% | +9.1% | -24.2% | -17.8% |
| 3M | -32.1% | -3.8% | -28.3% | -31.5% |
| 6M | -36.1% | -3.4% | -32.6% | -35.6% |
| YTD | -55.4% | -10.6% | -44.8% | -54.3% |
| 1Y | -53.9% | -4.4% | -49.5% | -53.9% |
| 3Y | -39.8% | -24.4% | -15.4% | -35.7% |
| 5Y | -71.1% | +2.1% | -73.2% | -72.7% |
| 10Y | -53.8% | -48.7% | -5.1% | -48.3% |
| All | +230.6% | +186.2% | +44.4% | +95.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling