+173.5%
FN vs TAP
+2.0%
+171.5%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | -4.5% | +16.2% | +11.3% |
| 7D | 0.0% | +0.5% | -0.6% | 0.0% |
| 30D | -34.3% | +9.1% | -43.5% | -34.2% |
| 3M | -39.9% | -3.8% | -36.1% | -39.7% |
| 6M | -51.8% | -3.4% | -48.4% | -51.6% |
| YTD | -28.1% | -10.6% | -17.5% | -27.7% |
| 1Y | -29.1% | -4.4% | -24.7% | -29.6% |
| 3Y | +102.4% | -24.4% | +126.8% | +106.5% |
| All | +173.5% | +2.0% | +171.5% | +145.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling