+306.6%
FWONK vs TAP
-28.5%
+335.1%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.9% | +2.9% | +2.2% |
| 7D | -0.6% | -5.1% | +4.5% | +0.8% |
| 30D | -5.8% | -8.4% | +2.7% | -3.6% |
| 3M | +10.0% | -3.9% | +14.0% | +10.9% |
| 6M | +14.7% | -14.4% | +29.0% | +18.9% |
| YTD | -1.7% | -14.7% | +13.0% | +1.6% |
| 1Y | -4.6% | -18.7% | +14.1% | -0.4% |
| 3Y | +46.7% | -32.6% | +79.3% | +59.1% |
| 5Y | +99.4% | -1.4% | +100.8% | +87.1% |
| 10Y | +345.6% | -50.4% | +396.0% | +361.2% |
| All | +306.6% | -28.5% | +335.1% | +286.0% |
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