+32.0%
FLR vs TMF
-69.2%
+101.2%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.2% | +3.5% | +3.3% |
| 7D | -0.8% | +1.2% | -2.0% | -0.5% |
| 30D | -9.1% | +19.7% | -28.9% | -5.6% |
| 3M | -4.7% | -2.1% | -2.6% | -4.9% |
| 6M | -14.2% | -13.4% | -0.8% | -16.7% |
| YTD | +17.3% | -16.7% | +34.0% | +13.1% |
| 1Y | +4.3% | -23.3% | +27.6% | -1.2% |
| 3Y | +30.7% | -24.8% | +55.6% | +28.0% |
| 5Y | +101.3% | -88.0% | +189.3% | +28.8% |
| 10Y | +12.4% | -84.7% | +97.1% | -9.4% |
| All | +32.0% | -69.2% | +101.2% | +87.8% |
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