+10.7%
FLR vs TMF
-26.6%
+37.3%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.3% | +0.3% |
| 7D | +6.3% | -3.4% | +9.7% | +7.4% |
| 30D | +1.8% | +11.5% | -9.7% | -3.4% |
| 3M | -4.4% | -4.5% | +0.1% | -2.7% |
| 6M | +15.9% | -15.0% | +30.8% | +24.4% |
| YTD | +27.7% | -19.9% | +47.6% | +40.0% |
| All | +10.7% | -26.6% | +37.3% | +28.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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