+15.4%
FLR vs TAP
-50.5%
+65.9%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.1% | -2.2% | -2.3% |
| 7D | -6.9% | -5.3% | -1.6% | -5.0% |
| 30D | +1.1% | -7.4% | +8.5% | +3.8% |
| 3M | +14.3% | -4.9% | +19.2% | +15.4% |
| 6M | +19.1% | -14.2% | +33.3% | +24.9% |
| YTD | +35.1% | -14.8% | +50.0% | +40.7% |
| 1Y | +29.5% | -18.1% | +47.6% | +36.3% |
| 3Y | +53.0% | -32.7% | +85.7% | +70.3% |
| 5Y | +238.9% | -0.5% | +239.4% | +195.5% |
| All | +15.4% | -50.5% | +65.9% | +6.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling