+291.9%
FTI vs TAP
-50.5%
+342.4%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.1% | -2.8% | -2.8% |
| 7D | -5.6% | -5.3% | -0.4% | -3.0% |
| 30D | +0.4% | -7.4% | +7.8% | +4.0% |
| 3M | +8.1% | -4.9% | +13.0% | +9.5% |
| 6M | +16.7% | -14.2% | +30.9% | +24.2% |
| YTD | +70.0% | -14.8% | +84.8% | +80.4% |
| 1Y | +85.4% | -18.1% | +103.5% | +99.6% |
| 3Y | +265.9% | -32.7% | +298.6% | +324.3% |
| 5Y | +1,072.7% | -0.5% | +1,073.2% | +897.9% |
| All | +291.9% | -50.5% | +342.4% | +269.5% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling