+28.9%
FITB vs TAP
-13.1%
+41.9%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.6% | -0.9% |
| 7D | +0.8% | -6.3% | +7.2% | +2.1% |
| 30D | +7.3% | +2.7% | +4.6% | +6.8% |
| 3M | -6.3% | -3.7% | -2.6% | -5.8% |
| 6M | +12.6% | -2.0% | +14.6% | +12.5% |
| YTD | +18.0% | -12.3% | +30.3% | +19.3% |
| 1Y | +28.9% | -10.1% | +39.0% | +28.9% |
| All | +28.9% | -13.1% | +41.9% | +28.9% |
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