+743.6%
FN vs TAP
-49.3%
+792.8%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | -4.5% | +16.2% | +12.4% |
| 7D | 0.0% | +0.5% | -0.6% | -0.5% |
| 30D | -34.3% | +9.1% | -43.5% | -35.8% |
| 3M | -39.9% | -3.8% | -36.1% | -39.9% |
| 6M | -51.8% | -3.4% | -48.4% | -52.2% |
| YTD | -28.1% | -10.6% | -17.5% | -28.0% |
| 1Y | -29.1% | -4.4% | -24.7% | -30.5% |
| 3Y | +102.4% | -24.4% | +126.8% | +107.3% |
| 5Y | +171.7% | +2.1% | +169.6% | +146.7% |
| All | +743.6% | -49.3% | +792.8% | +835.8% |
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