+51.8%
FTI vs TAP
-13.1%
+64.8%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.7% |
| 7D | +5.4% | -6.3% | +11.7% | +5.0% |
| 30D | -8.2% | +2.7% | -10.9% | -8.3% |
| 3M | -13.7% | -3.7% | -10.0% | -13.8% |
| 6M | -11.2% | -2.0% | -9.2% | -11.4% |
| YTD | +46.0% | -12.3% | +58.3% | +48.8% |
| 1Y | +51.8% | -10.1% | +61.9% | +54.5% |
| All | +51.8% | -13.1% | +64.8% | +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