-7.8%
TAP vs FGI
-66.3%
+58.5%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +6.2% | -6.5% | -0.3% |
| 7D | -6.3% | +13.5% | -19.8% | -6.3% |
| 30D | +2.7% | +17.1% | -14.4% | +2.7% |
| 3M | -3.7% | +78.0% | -81.7% | -4.0% |
| 6M | -2.0% | +46.4% | -48.5% | -2.3% |
| YTD | -12.3% | +47.7% | -60.1% | -12.5% |
| 1Y | -10.1% | +56.8% | -66.9% | -10.3% |
| 3Y | -25.3% | +12.3% | -37.5% | -25.5% |
| All | -7.8% | -66.3% | +58.5% | -8.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 10y: compounded portfolio wealth divided by compounded FGI 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…
10y analysis · Full analysis span regression · 6 months rolling