+99.1%
FWONK vs TAP
-1.4%
+100.4%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.1% | -1.3% | -1.4% |
| 7D | -1.5% | -5.3% | +3.7% | -0.8% |
| 30D | -6.8% | -7.4% | +0.6% | -5.8% |
| 3M | +7.7% | -4.9% | +12.6% | +8.4% |
| 6M | +11.0% | -14.2% | +25.2% | +13.1% |
| YTD | -3.1% | -14.8% | +11.7% | -1.4% |
| 1Y | -3.5% | -18.1% | +14.6% | -1.2% |
| 3Y | +44.6% | -32.7% | +77.3% | +52.0% |
| All | +99.1% | -1.4% | +100.4% | +90.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling