+278.4%
FTI vs TAP
-31.5%
+309.9%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.1% | +2.0% | -1.7% |
| 7D | -0.2% | -2.3% | +2.1% | 0.0% |
| 30D | +12.3% | -9.4% | +21.7% | +13.4% |
| 3M | +13.8% | -0.8% | +14.6% | +13.4% |
| 6M | +24.3% | -14.7% | +39.0% | +26.6% |
| YTD | +75.8% | -13.9% | +89.7% | +78.6% |
| 1Y | +99.6% | -18.6% | +118.3% | +104.6% |
| 3Y | +278.4% | -32.0% | +310.4% | +298.0% |
| All | +278.4% | -31.5% | +309.9% | +298.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling