+8.4%
FLR vs TAP
-48.8%
+57.2%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | +0.1% |
| 7D | +5.1% | -4.5% | +9.6% | +6.8% |
| 30D | -0.5% | +7.5% | -7.9% | -4.0% |
| 3M | -3.5% | -4.9% | +1.4% | -2.8% |
| 6M | +16.5% | -3.5% | +20.0% | +15.6% |
| YTD | +27.3% | -11.4% | +38.7% | +29.4% |
| 1Y | +10.6% | -10.8% | +21.4% | +11.7% |
| 3Y | +39.4% | -24.5% | +63.9% | +45.8% |
| 5Y | +126.4% | +2.5% | +123.9% | +92.8% |
| 10Y | +8.4% | -47.6% | +56.0% | +2.5% |
| All | +8.4% | -48.8% | +57.2% | +2.5% |
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 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