+2,159.9%
FTI vs TAP
+177.9%
+1,982.0%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.2% |
| 7D | +5.3% | -2.3% | +7.6% | +6.3% |
| 30D | +15.3% | -2.1% | +17.5% | +16.0% |
| 3M | +15.8% | +6.6% | +9.2% | +11.1% |
| 6M | +22.6% | -11.5% | +34.1% | +27.8% |
| YTD | +79.5% | -10.3% | +89.8% | +85.0% |
| 1Y | +102.0% | -14.4% | +116.4% | +111.3% |
| 3Y | +315.8% | -28.3% | +344.1% | +359.4% |
| 5Y | +1,129.5% | +1.7% | +1,127.8% | +1,006.9% |
| 10Y | +320.9% | -49.2% | +370.2% | +395.1% |
| All | +2,159.9% | +177.9% | +1,982.0% | +1,274.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling