+43.1%
FLNC vs TAP
-17.5%
+60.6%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.3% | +1.2% | +3.2% |
| 7D | -4.1% | -3.9% | -0.2% | -6.0% |
| 30D | -24.8% | -5.3% | -19.5% | -26.8% |
| 3M | -59.1% | -3.8% | -55.3% | -59.2% |
| 6M | -42.0% | -11.4% | -30.6% | -43.1% |
| YTD | -49.8% | -13.7% | -36.1% | -50.7% |
| 1Y | +43.1% | -17.2% | +60.3% | +40.5% |
| All | +43.1% | -17.5% | +60.6% | +40.5% |
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