+59.5%
FLR vs TMF
-68.9%
+128.4%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.4% | -2.7% | -2.3% |
| 7D | +5.4% | -1.4% | +6.9% | +5.1% |
| 30D | +11.4% | -2.8% | +14.2% | +10.7% |
| 3M | +11.4% | -10.9% | +22.3% | +8.7% |
| 6M | +16.6% | -21.3% | +38.0% | +10.9% |
| YTD | +41.7% | -15.9% | +57.6% | +36.7% |
| 1Y | +35.4% | -15.7% | +51.2% | +31.0% |
| 3Y | +57.3% | -43.4% | +100.7% | +44.3% |
| 5Y | +241.0% | -87.8% | +328.7% | +119.8% |
| 10Y | +16.6% | -86.7% | +103.4% | -9.8% |
| All | +59.5% | -68.9% | +128.4% | +127.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling