-68.5%
FLNC vs TAP
+4.2%
-72.6%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -4.1% | +10.8% | +7.0% |
| 7D | +6.0% | -2.3% | +8.3% | +6.1% |
| 30D | -16.3% | -9.4% | -6.9% | -15.6% |
| 3M | -54.1% | -0.8% | -53.3% | -54.3% |
| 6M | -25.3% | -14.7% | -10.6% | -23.7% |
| YTD | -44.2% | -13.9% | -30.2% | -43.4% |
| 1Y | +53.1% | -18.6% | +71.7% | +56.8% |
| 3Y | -58.3% | -32.0% | -26.3% | -55.8% |
| All | -68.5% | +4.2% | -72.6% | -73.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling