+1,775.6%
FTI vs TAP
+180.2%
+1,595.3%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +3.2% | -1.2% | +0.6% |
| 7D | +4.3% | +1.3% | +3.0% | +3.7% |
| 30D | -4.7% | +5.7% | -10.4% | -7.9% |
| 3M | -13.5% | -1.9% | -11.6% | -13.9% |
| 6M | -8.7% | +0.9% | -9.7% | -11.2% |
| YTD | +49.0% | -9.5% | +58.5% | +51.4% |
| 1Y | +54.0% | -9.0% | +63.0% | +55.8% |
| 3Y | +211.6% | -22.2% | +233.9% | +228.6% |
| 5Y | +881.9% | +1.2% | +880.6% | +778.1% |
| 10Y | +188.1% | -46.1% | +234.2% | +227.8% |
| All | +1,775.6% | +180.2% | +1,595.3% | +1,025.5% |
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 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