-43.9%
FLUT vs TAP
-28.0%
-15.9%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.2% | -2.0% | -2.1% |
| 7D | -1.6% | -2.3% | +0.7% | -1.1% |
| 30D | +7.7% | -2.1% | +9.9% | +8.3% |
| 3M | -0.7% | +6.6% | -7.3% | -1.5% |
| 6M | -11.2% | -11.5% | +0.3% | -9.5% |
| YTD | -53.4% | -10.3% | -43.2% | -52.7% |
| 1Y | -65.8% | -14.4% | -51.4% | -64.9% |
| All | -43.9% | -28.0% | -15.9% | -43.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling