+121.4%
FLR vs TAP
+2.3%
+119.2%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | -1.2% | +9.5% | +8.4% |
| 7D | +8.5% | -7.8% | +16.3% | +9.3% |
| 30D | -0.7% | +7.1% | -7.8% | -1.8% |
| 3M | -11.7% | -7.0% | -4.7% | -11.1% |
| 6M | +16.2% | -3.8% | +20.0% | +16.2% |
| YTD | +27.0% | -11.7% | +38.7% | +27.9% |
| 1Y | +10.1% | -10.1% | +20.2% | +10.3% |
| 3Y | +46.2% | -23.7% | +69.9% | +48.7% |
| 5Y | +121.4% | +2.9% | +118.5% | +76.2% |
| All | +121.4% | +2.3% | +119.2% | +76.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling