-63.1%
FLUT vs TAP
-11.8%
-51.3%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.7% | +4.3% | +3.9% |
| 7D | +4.5% | -8.0% | +12.5% | +7.9% |
| 30D | +9.2% | +4.1% | +5.1% | +7.6% |
| 3M | -13.7% | -4.4% | -9.3% | -12.7% |
| 6M | -9.0% | -1.9% | -7.1% | -8.5% |
| YTD | -60.2% | -12.1% | -48.2% | -59.5% |
| 1Y | -63.1% | -12.0% | -51.1% | -62.5% |
| All | -63.1% | -11.8% | -51.3% | -62.5% |
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