+34.0%
FTV vs TAP
-23.7%
+57.7%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.5% | +4.4% | +0.9% |
| 7D | +0.2% | +0.5% | -0.3% | +0.1% |
| 30D | +15.7% | +9.1% | +6.5% | +13.3% |
| 3M | +7.5% | -3.8% | +11.3% | +8.3% |
| 6M | +8.5% | -3.4% | +11.9% | +8.9% |
| YTD | +18.8% | -10.6% | +29.4% | +20.8% |
| 1Y | +28.5% | -4.4% | +32.9% | +28.5% |
| 3Y | +34.0% | -24.4% | +58.4% | +36.8% |
| All | +34.0% | -23.7% | +57.7% | +36.8% |
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