+58.7%
FLR vs TMF
-41.6%
+100.4%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.4% | -2.7% | -2.3% |
| 7D | +5.4% | -1.4% | +6.9% | +5.5% |
| 30D | +11.4% | -2.8% | +14.2% | +11.5% |
| 3M | +11.4% | -10.9% | +22.3% | +11.8% |
| 6M | +16.6% | -21.3% | +38.0% | +17.0% |
| YTD | +41.7% | -15.9% | +57.6% | +42.2% |
| 1Y | +35.4% | -15.7% | +51.2% | +35.9% |
| All | +58.7% | -41.6% | +100.4% | +63.7% |
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