+2,054.3%
FLUT vs TAP
+141.7%
+1,912.6%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.2% | -2.0% | -2.2% |
| 7D | -1.6% | -2.3% | +0.7% | -1.4% |
| 30D | +7.7% | -2.1% | +9.9% | +8.0% |
| 3M | -0.7% | +6.6% | -7.3% | -1.2% |
| 6M | -11.2% | -11.5% | +0.3% | -10.2% |
| YTD | -53.4% | -10.3% | -43.2% | -53.0% |
| 1Y | -65.8% | -14.4% | -51.4% | -65.3% |
| 3Y | -44.9% | -28.3% | -16.6% | -43.6% |
| 5Y | -49.7% | +1.7% | -51.4% | -49.9% |
| 10Y | -9.7% | -49.2% | +39.5% | -6.4% |
| All | +2,054.3% | +141.7% | +1,912.6% | +1,706.8% |
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