+651.7%
FLEX vs TAP
-47.8%
+699.6%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.7% | +4.5% | +4.0% |
| 7D | +2.2% | -8.0% | +10.2% | +4.3% |
| 30D | -32.6% | +4.1% | -36.7% | -33.9% |
| 3M | -35.5% | -4.4% | -31.1% | -35.5% |
| 6M | -45.6% | -1.9% | -43.6% | -46.6% |
| YTD | +30.7% | -12.1% | +42.8% | +31.7% |
| 1Y | +28.4% | -12.0% | +40.4% | +29.1% |
| 3Y | +301.7% | -25.0% | +326.7% | +315.5% |
| 5Y | +473.3% | -1.1% | +474.4% | +419.4% |
| 10Y | +651.7% | -47.6% | +699.4% | +632.1% |
| All | +651.7% | -47.8% | +699.6% | +632.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling