+640.4%
FLEX vs TAP
-49.5%
+689.9%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | -1.2% | +13.2% | +12.3% |
| 7D | -7.2% | -7.8% | +0.7% | -5.5% |
| 30D | -34.8% | +7.1% | -41.9% | -36.5% |
| 3M | -35.6% | -7.0% | -28.5% | -35.1% |
| 6M | -45.0% | -3.8% | -41.2% | -45.7% |
| YTD | +29.4% | -11.7% | +41.1% | +30.3% |
| 1Y | +24.8% | -10.1% | +34.9% | +24.7% |
| 3Y | +304.4% | -23.7% | +328.1% | +315.8% |
| 5Y | +484.1% | +2.9% | +481.2% | +421.2% |
| 10Y | +640.4% | -49.5% | +689.9% | +633.0% |
| All | +640.4% | -49.5% | +689.9% | +633.0% |
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 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