+24.2%
FLEX vs TAP
-13.1%
+37.2%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.3% | -0.7% | -1.3% |
| 7D | +17.1% | -6.3% | +23.4% | +13.1% |
| 30D | -29.5% | +2.7% | -32.2% | -27.8% |
| 3M | -37.3% | -3.7% | -33.5% | -37.1% |
| 6M | -44.1% | -2.0% | -42.0% | -42.7% |
| YTD | +29.3% | -12.3% | +41.6% | +28.1% |
| 1Y | +24.2% | -10.1% | +34.2% | +22.1% |
| All | +24.2% | -13.1% | +37.2% | +22.1% |
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 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