-21.7%
FN vs TAP
-10.2%
-11.5%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | -1.2% | +13.1% | +10.9% |
| 7D | +16.3% | -7.8% | +24.1% | +10.2% |
| 30D | -24.7% | +7.1% | -31.9% | -20.2% |
| 3M | -34.9% | -7.0% | -27.9% | -36.2% |
| 6M | -41.1% | -3.8% | -37.3% | -39.6% |
| YTD | -19.6% | -11.7% | -7.9% | -19.6% |
| All | -21.7% | -10.2% | -11.5% | -22.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling