-63.2%
FLUT vs TAP
+4.4%
-67.5%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +3.0% | -5.4% | -3.5% |
| 7D | +4.2% | +9.9% | -5.8% | +0.5% |
| 30D | +8.0% | +18.1% | -10.1% | +1.8% |
| 3M | -22.1% | +3.2% | -25.3% | -23.5% |
| 6M | -21.7% | +8.4% | -30.1% | -23.6% |
| YTD | -62.0% | -4.4% | -57.6% | -62.5% |
| 1Y | -63.2% | +3.2% | -66.4% | -63.3% |
| All | -63.2% | +4.4% | -67.5% | -63.3% |
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