+283.9%
FITB vs TAP
-52.1%
+336.0%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.1% | +3.4% | +1.4% |
| 7D | +2.8% | -2.3% | +5.1% | +4.0% |
| 30D | -4.5% | -9.4% | +4.9% | +0.1% |
| 3M | +5.7% | -0.8% | +6.5% | +5.2% |
| 6M | +17.1% | -14.7% | +31.9% | +25.6% |
| YTD | +18.3% | -13.9% | +32.3% | +25.4% |
| 1Y | +23.9% | -18.6% | +42.5% | +34.6% |
| 3Y | +131.1% | -32.0% | +163.1% | +169.5% |
| 5Y | +71.1% | -1.0% | +72.1% | +54.9% |
| 10Y | +283.9% | -51.4% | +335.2% | +240.8% |
| All | +283.9% | -52.1% | +336.0% | +240.8% |
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