+3,078.0%
FN vs TAP
+50.1%
+3,028.0%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +3.0% | -9.0% | -6.7% |
| 7D | -7.0% | +9.9% | -16.9% | -9.4% |
| 30D | -24.7% | +18.1% | -42.8% | -28.3% |
| 3M | -35.7% | +3.2% | -38.9% | -36.8% |
| 6M | -52.4% | +8.4% | -60.8% | -54.3% |
| YTD | -25.0% | -4.4% | -20.5% | -26.0% |
| 1Y | -25.7% | +3.2% | -28.9% | -28.7% |
| 3Y | +110.2% | -18.6% | +128.8% | +111.8% |
| 5Y | +192.3% | +10.1% | +182.2% | +158.5% |
| 10Y | +812.3% | -45.2% | +857.4% | +879.9% |
| All | +3,078.0% | +50.1% | +3,028.0% | +1,796.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling