+40.8%
FLR vs TW
+206.7%
-166.0%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.0% | +2.2% | +1.6% |
| 7D | -3.5% | -4.5% | +1.0% | -1.7% |
| 30D | +4.2% | -2.3% | +6.4% | +4.9% |
| 3M | +8.1% | +2.6% | +5.5% | +4.8% |
| 6M | +21.5% | -17.5% | +39.1% | +29.3% |
| YTD | +36.8% | -5.3% | +42.1% | +35.7% |
| 1Y | +31.2% | -14.8% | +46.0% | +36.2% |
| 3Y | +53.9% | +18.8% | +35.0% | +30.0% |
| 5Y | +243.0% | +20.7% | +222.3% | +176.9% |
| All | +40.8% | +206.7% | -166.0% | -46.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 10y: compounded portfolio wealth divided by compounded TW 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…
10y analysis · Full analysis span regression · 6 months rolling