+54.6%
FTI vs TAP
+4.4%
+50.2%
-19.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +3.0% | -6.4% | -3.3% |
| 7D | -9.7% | +9.9% | -19.6% | -9.5% |
| 30D | -8.2% | +18.1% | -26.3% | -8.3% |
| 3M | -7.8% | +3.2% | -11.0% | -7.6% |
| 6M | -13.4% | +8.4% | -21.9% | -13.8% |
| YTD | +45.1% | -4.4% | +49.5% | +47.9% |
| 1Y | +54.6% | +3.2% | +51.3% | +54.5% |
| All | +54.6% | +4.4% | +50.2% | +54.5% |
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