+93.9%
FTV vs TAP
-47.4%
+141.3%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.8% | -0.9% |
| 7D | -4.5% | -2.3% | -2.2% | -3.8% |
| 30D | -7.1% | -2.1% | -4.9% | -6.5% |
| 3M | -7.2% | +6.6% | -13.8% | -9.4% |
| 6M | -1.5% | -11.5% | +10.0% | +2.0% |
| YTD | +3.5% | -10.3% | +13.7% | +6.3% |
| 1Y | +20.3% | -14.4% | +34.7% | +25.2% |
| 3Y | -3.1% | -28.3% | +25.2% | +5.4% |
| 5Y | +2.3% | +1.7% | +0.6% | -4.4% |
| 10Y | +76.3% | -49.2% | +125.5% | +68.6% |
| All | +93.9% | -47.4% | +141.3% | +86.3% |
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 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