Yes, here's how to download them:
From the website
Go to the Dashboard page, this is the first page when you log in
Click view all transactions, which is at the bottom of the page
or click My Account and then View Transactions from the dropdown menu
There will then be a Download statements box on the right of the screen if you are on a laptop or desktop computer or at the bottom of the screen if you are on a mobile device
You can either choose your own date range or download a tax statement for the last tax year with one click
From the App
Tap Regular account from the Dashboard page
Tap Transactions at the top right of the screen
Tap on the big Statement button, which will be at the bottom of your screen
You can then fill in the date range that you would like the statement for or click Set dates for previous tax year