+82.5%
FTV vs TAP
-51.4%
+133.8%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.3% | -0.9% |
| 7D | -1.3% | -5.1% | +3.8% | +0.5% |
| 30D | -9.5% | -8.4% | -1.1% | -6.9% |
| 3M | -10.9% | -3.9% | -7.0% | -10.0% |
| 6M | -0.6% | -14.4% | +13.7% | +4.0% |
| YTD | +1.4% | -14.7% | +16.2% | +6.0% |
| 1Y | +17.6% | -18.7% | +36.3% | +24.5% |
| 3Y | -3.3% | -32.6% | +29.4% | +7.7% |
| 5Y | -0.1% | -1.4% | +1.3% | -6.2% |
| 10Y | +82.5% | -50.4% | +132.9% | +77.3% |
| All | +82.5% | -51.4% | +133.8% | +77.3% |
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