+102.0%
FTI vs TAP
-14.5%
+116.5%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.3% |
| 7D | +5.3% | -2.3% | +7.6% | +5.2% |
| 30D | +15.3% | -2.1% | +17.5% | +15.2% |
| 3M | +15.8% | +6.6% | +9.2% | +15.1% |
| 6M | +22.6% | -11.5% | +34.1% | +23.9% |
| YTD | +79.5% | -10.3% | +89.8% | +82.2% |
| 1Y | +102.0% | -14.4% | +116.4% | +100.0% |
| All | +102.0% | -14.5% | +116.5% | +100.0% |
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 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