+565.2%
FLEX vs TAP
-49.3%
+614.5%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -4.5% | +9.1% | +5.7% |
| 7D | -19.3% | +0.5% | -19.8% | -19.7% |
| 30D | -41.5% | +9.1% | -50.7% | -43.4% |
| 3M | -43.1% | -3.8% | -39.3% | -43.2% |
| 6M | -48.2% | -3.4% | -44.8% | -48.8% |
| YTD | +15.5% | -10.6% | +26.1% | +16.0% |
| 1Y | +10.2% | -4.4% | +14.6% | +7.9% |
| 3Y | +256.8% | -24.4% | +281.2% | +268.9% |
| 5Y | +408.2% | +2.1% | +406.1% | +356.2% |
| All | +565.2% | -49.3% | +614.5% | +557.1% |
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