+43.0%
FLR vs TMF
-69.2%
+112.1%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +0.1% | +8.2% | +8.3% |
| 7D | +8.5% | +0.6% | +7.9% | +8.7% |
| 30D | -0.7% | +16.3% | -17.0% | +2.6% |
| 3M | -11.7% | -2.7% | -9.0% | -12.0% |
| 6M | +16.2% | -13.2% | +29.4% | +13.0% |
| YTD | +27.0% | -16.7% | +43.7% | +22.5% |
| 1Y | +10.1% | -22.7% | +32.8% | +4.5% |
| 3Y | +46.2% | -26.1% | +72.3% | +42.4% |
| 5Y | +121.4% | -88.4% | +209.9% | +40.3% |
| 10Y | +11.0% | -81.8% | +92.8% | -6.3% |
| All | +43.0% | -69.2% | +112.1% | +103.3% |
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