-15.2%
TAP vs FIGR
-31.9%
+16.7%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +7.9% | -9.1% | -0.6% |
| 7D | -7.8% | +12.5% | -20.3% | -6.9% |
| 30D | +7.1% | -14.1% | +21.2% | +6.2% |
| 3M | -7.0% | -14.3% | +7.3% | -7.5% |
| 6M | -3.8% | -34.8% | +31.0% | -5.6% |
| YTD | -11.7% | -40.0% | +28.3% | -12.4% |
| 1Y | -10.1% | -32.9% | +22.8% | -10.4% |
| All | -15.2% | -31.9% | +16.7% | -16.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FIGR.
Daily Out/Under-Performance
Portfolio return minus FIGR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIGR 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 3y: compounded portfolio wealth divided by compounded FIGR 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…
3y analysis · Full analysis span regression · 6 months rolling