+130.7%
FTV vs TAP
-48.1%
+178.7%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.3% | +0.6% | +0.8% |
| 7D | +1.4% | -4.5% | +5.9% | +2.9% |
| 30D | +18.3% | +7.5% | +10.8% | +15.2% |
| 3M | +9.8% | -4.9% | +14.7% | +11.2% |
| 6M | +12.3% | -3.5% | +15.8% | +12.8% |
| YTD | +23.1% | -11.4% | +34.5% | +26.5% |
| 1Y | +32.5% | -10.8% | +43.3% | +35.7% |
| 3Y | +38.3% | -24.5% | +62.8% | +47.4% |
| 5Y | +16.8% | +2.5% | +14.4% | +8.5% |
| 10Y | +106.6% | -47.6% | +154.1% | +97.1% |
| All | +130.7% | -48.1% | +178.7% | +121.8% |
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 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