+2,896.1%
FITB vs TAP
+825.0%
+2,071.1%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.1% |
| 7D | +0.6% | -2.3% | +2.9% | +1.3% |
| 30D | -4.7% | -2.1% | -2.6% | -4.3% |
| 3M | +6.7% | +6.6% | +0.1% | +4.3% |
| 6M | +12.6% | -11.5% | +24.0% | +16.1% |
| YTD | +19.1% | -10.3% | +29.4% | +22.0% |
| 1Y | +22.6% | -14.4% | +37.0% | +27.0% |
| 3Y | +127.1% | -28.3% | +155.4% | +145.5% |
| 5Y | +71.8% | +1.7% | +70.1% | +66.1% |
| 10Y | +287.2% | -49.2% | +336.4% | +336.9% |
| All | +2,896.1% | +825.0% | +2,071.1% | +2,134.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling