+36.5%
FLR vs TMF
-32.2%
+68.7%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.4% | +0.3% | -1.1% |
| 7D | +5.4% | -9.3% | +14.6% | +5.6% |
| 30D | +2.8% | +1.9% | +0.9% | +2.7% |
| 3M | -6.4% | -11.2% | +4.8% | -6.2% |
| 6M | +8.8% | -17.7% | +26.5% | +9.2% |
| YTD | +23.6% | -24.5% | +48.0% | +24.0% |
| 1Y | +13.8% | -29.4% | +43.2% | +13.8% |
| 3Y | +36.5% | -33.4% | +69.9% | +34.9% |
| All | +36.5% | -32.2% | +68.7% | +34.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling