+178.4%
FTI vs TAP
-47.7%
+226.1%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.6% |
| 7D | +5.4% | -6.3% | +11.7% | +8.7% |
| 30D | -8.2% | +2.7% | -10.9% | -10.4% |
| 3M | -13.7% | -3.7% | -10.0% | -13.3% |
| 6M | -11.2% | -2.0% | -9.2% | -12.6% |
| YTD | +46.0% | -12.3% | +58.3% | +51.0% |
| 1Y | +51.8% | -10.1% | +61.9% | +54.4% |
| 3Y | +206.7% | -25.3% | +232.0% | +231.8% |
| 5Y | +862.0% | -1.9% | +864.0% | +720.2% |
| All | +178.4% | -47.7% | +226.1% | +155.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling