+693.0%
FN vs TAP
-46.0%
+739.0%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +3.2% | -10.5% | -7.8% |
| 7D | +0.3% | +1.3% | -1.0% | 0.0% |
| 30D | -16.5% | +5.7% | -22.3% | -17.9% |
| 3M | -42.1% | -1.9% | -40.2% | -42.4% |
| 6M | -52.9% | +0.9% | -53.8% | -53.7% |
| YTD | -28.0% | -9.5% | -18.5% | -28.0% |
| 1Y | -18.5% | -9.0% | -9.6% | -18.9% |
| 3Y | +93.9% | -22.2% | +116.1% | +97.1% |
| 5Y | +170.5% | +1.2% | +169.3% | +146.8% |
| All | +693.0% | -46.0% | +739.0% | +721.3% |
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