+254.1%
FLR vs TAP
0.0%
+254.1%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.1% | +4.9% | +1.5% |
| 7D | +0.7% | -2.3% | +3.0% | +1.0% |
| 30D | -0.7% | -9.4% | +8.7% | +0.8% |
| 3M | +14.3% | -0.8% | +15.1% | +13.9% |
| 6M | +25.6% | -14.7% | +40.3% | +28.8% |
| YTD | +42.9% | -13.9% | +56.8% | +45.1% |
| 1Y | +38.7% | -18.6% | +57.4% | +42.5% |
| 3Y | +61.8% | -32.0% | +93.8% | +72.1% |
| 5Y | +254.1% | -1.0% | +255.1% | +185.2% |
| All | +254.1% | 0.0% | +254.1% | +185.2% |
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