+126.0%
FITB vs TAP
-23.7%
+149.7%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.5% | +3.7% | +0.4% |
| 7D | -1.5% | +0.5% | -2.1% | -1.7% |
| 30D | +5.8% | +9.1% | -3.3% | +3.2% |
| 3M | -6.1% | -3.8% | -2.3% | -5.4% |
| 6M | +5.9% | -3.4% | +9.4% | +6.4% |
| YTD | +16.1% | -10.6% | +26.7% | +18.5% |
| 1Y | +28.8% | -4.4% | +33.2% | +28.5% |
| 3Y | +126.0% | -24.4% | +150.4% | +123.9% |
| All | +126.0% | -23.7% | +149.7% | +123.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling