+1,005.1%
FLEX vs TAP
-50.2%
+1,055.3%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.2% | +1.7% | +1.5% |
| 7D | -0.9% | -2.3% | +1.4% | -0.3% |
| 30D | -10.1% | -2.1% | -8.0% | -9.9% |
| 3M | -31.3% | +6.6% | -38.0% | -33.5% |
| 6M | +71.3% | -11.5% | +82.8% | +75.2% |
| YTD | +81.2% | -10.3% | +91.5% | +83.5% |
| 1Y | +98.5% | -14.4% | +112.9% | +103.2% |
| 3Y | +428.2% | -28.3% | +456.5% | +462.4% |
| 5Y | +657.3% | +1.7% | +655.6% | +586.5% |
| All | +1,005.1% | -50.2% | +1,055.3% | +1,007.4% |
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