+382.7%
FLR vs TAP
+88.4%
+294.3%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.3% | -1.8% | -2.0% |
| 7D | +10.1% | -6.3% | +16.4% | +13.0% |
| 30D | -0.5% | +2.7% | -3.2% | -2.5% |
| 3M | -4.8% | -3.7% | -1.1% | -4.7% |
| 6M | +10.7% | -2.0% | +12.7% | +9.0% |
| YTD | +25.0% | -12.3% | +37.3% | +27.7% |
| 1Y | +8.3% | -10.1% | +18.4% | +9.0% |
| 3Y | +36.8% | -25.3% | +62.1% | +44.1% |
| 5Y | +121.8% | -1.9% | +123.7% | +99.0% |
| 10Y | +9.2% | -47.8% | +57.0% | +24.9% |
| All | +382.7% | +88.4% | +294.3% | +173.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling