+447.4%
FLR vs TAP
+92.9%
+354.5%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.2% | -2.2% | -2.3% |
| 7D | +5.4% | -2.3% | +7.7% | +6.4% |
| 30D | +11.4% | -2.1% | +13.5% | +12.2% |
| 3M | +11.4% | +6.6% | +4.8% | +7.1% |
| 6M | +16.6% | -11.5% | +28.1% | +21.2% |
| YTD | +41.7% | -10.3% | +52.0% | +44.9% |
| 1Y | +35.4% | -14.4% | +49.8% | +40.5% |
| 3Y | +57.3% | -28.3% | +85.6% | +70.9% |
| 5Y | +241.0% | +1.7% | +239.3% | +204.5% |
| 10Y | +16.6% | -49.2% | +65.9% | +36.3% |
| All | +447.4% | +92.9% | +354.5% | +210.0% |
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