-72.3%
FLNC vs TAP
+3.1%
-75.4%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.1% | -4.1% | -4.2% |
| 7D | -5.0% | -5.3% | +0.3% | -4.6% |
| 30D | -26.1% | -7.4% | -18.7% | -25.6% |
| 3M | -55.2% | -4.9% | -50.3% | -55.1% |
| 6M | -42.6% | -14.2% | -28.4% | -41.5% |
| YTD | -51.0% | -14.8% | -36.2% | -50.3% |
| 1Y | +43.3% | -18.1% | +61.4% | +46.2% |
| 3Y | -63.4% | -32.7% | -30.7% | -61.2% |
| All | -72.3% | +3.1% | -75.4% | -76.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling