-61.0%
FND vs TAP
0.0%
-61.0%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -4.1% | -0.5% | -2.7% |
| 7D | +0.4% | -2.3% | +2.7% | +1.5% |
| 30D | -23.6% | -9.4% | -14.2% | -20.0% |
| 3M | +4.3% | -0.8% | +5.1% | +4.8% |
| 6M | -20.3% | -14.7% | -5.5% | -14.7% |
| YTD | -21.3% | -13.9% | -7.4% | -16.1% |
| 1Y | -45.4% | -18.6% | -26.7% | -40.5% |
| 3Y | -48.9% | -32.0% | -16.9% | -40.7% |
| 5Y | -61.0% | -1.0% | -60.0% | -61.3% |
| All | -61.0% | 0.0% | -61.0% | -61.3% |
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