+22.8%
FLEX vs TAP
-10.2%
+33.1%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | -1.2% | +13.2% | +11.3% |
| 7D | -7.2% | -7.8% | +0.7% | -10.9% |
| 30D | -34.8% | +7.1% | -41.9% | -31.8% |
| 3M | -35.6% | -7.0% | -28.5% | -36.2% |
| 6M | -45.0% | -3.8% | -41.2% | -43.5% |
| YTD | +29.4% | -11.7% | +41.1% | +29.2% |
| All | +22.8% | -10.2% | +33.1% | +21.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling