+10.6%
FLR vs TAP
-9.9%
+20.6%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | +0.3% |
| 7D | +5.1% | -4.5% | +9.6% | +3.9% |
| 30D | -0.5% | +7.5% | -7.9% | +1.6% |
| 3M | -3.5% | -4.9% | +1.4% | -4.2% |
| 6M | +16.5% | -3.5% | +20.0% | +17.2% |
| YTD | +27.3% | -11.4% | +38.7% | +23.2% |
| 1Y | +10.6% | -10.8% | +21.4% | +7.3% |
| All | +10.6% | -9.9% | +20.6% | +7.3% |
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