+34.7%
FLR vs TAP
-19.6%
+54.3%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.9% | -2.2% | -3.3% |
| 7D | -3.1% | -5.1% | +2.0% | -4.0% |
| 30D | +4.9% | -8.4% | +13.4% | +3.4% |
| 3M | +10.8% | -3.9% | +14.7% | +10.6% |
| 6M | +19.7% | -14.4% | +34.0% | +17.2% |
| YTD | +38.4% | -14.7% | +53.1% | +33.4% |
| 1Y | +34.7% | -18.7% | +53.4% | +29.5% |
| All | +34.7% | -19.6% | +54.3% | +29.5% |
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