-39.3%
FND vs TAP
-14.5%
-24.8%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.2% | +1.9% | +1.8% |
| 7D | -5.2% | -2.3% | -2.9% | -4.1% |
| 30D | -19.9% | -2.1% | -17.7% | -19.0% |
| 3M | +2.7% | +6.6% | -3.9% | 0.0% |
| 6M | -21.7% | -11.5% | -10.2% | -17.7% |
| YTD | -17.5% | -10.3% | -7.2% | -13.8% |
| 1Y | -39.3% | -14.4% | -24.9% | -35.7% |
| All | -39.3% | -14.5% | -24.8% | -35.7% |
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 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