+44.7%
FITB vs TAP
+2.0%
+42.8%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.5% | +3.7% | +0.8% |
| 7D | -1.5% | +0.5% | -2.1% | -1.8% |
| 30D | +5.8% | +9.1% | -3.3% | +2.3% |
| 3M | -6.1% | -3.8% | -2.3% | -5.3% |
| 6M | +5.9% | -3.4% | +9.4% | +6.4% |
| YTD | +16.1% | -10.6% | +26.7% | +19.2% |
| 1Y | +28.8% | -4.4% | +33.2% | +28.4% |
| 3Y | +126.0% | -24.4% | +150.4% | +143.0% |
| All | +44.7% | +2.0% | +42.8% | +23.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling