+655.5%
FN vs TAP
-46.9%
+702.4%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.2% | -2.1% | -12.1% | -13.9% |
| 7D | -16.0% | +7.7% | -23.7% | -17.2% |
| 30D | -40.1% | +14.4% | -54.5% | -41.9% |
| 3M | -43.9% | +2.0% | -45.9% | -44.5% |
| 6M | -55.6% | +2.5% | -58.1% | -56.4% |
| YTD | -35.7% | -6.4% | -29.2% | -35.9% |
| 1Y | -39.8% | -2.3% | -37.5% | -41.0% |
| 3Y | +80.3% | -20.3% | +100.6% | +83.0% |
| 5Y | +143.3% | +6.9% | +136.4% | +119.6% |
| All | +655.5% | -46.9% | +702.4% | +732.7% |
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