+206.5%
FITB vs TAP
-46.0%
+252.5%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.2% | -2.1% | -0.5% |
| 7D | +2.8% | +1.3% | +1.5% | +2.1% |
| 30D | +9.8% | +5.7% | +4.1% | +6.2% |
| 3M | -5.2% | -1.9% | -3.2% | -5.0% |
| 6M | +17.3% | +0.9% | +16.4% | +15.0% |
| YTD | +19.3% | -9.5% | +28.8% | +22.6% |
| 1Y | +32.7% | -9.0% | +41.7% | +35.8% |
| 3Y | +141.6% | -22.2% | +163.8% | +161.1% |
| 5Y | +48.9% | +1.2% | +47.6% | +32.4% |
| All | +206.5% | -46.0% | +252.5% | +172.7% |
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