+55.7%
FLR vs TW
+20.8%
+34.9%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.1% | -3.1% | -3.2% |
| 7D | -3.1% | -0.5% | -2.6% | -3.1% |
| 30D | +4.9% | -0.6% | +5.5% | +4.9% |
| 3M | +10.8% | +3.4% | +7.4% | +9.5% |
| 6M | +19.7% | -18.4% | +38.1% | +25.2% |
| YTD | +38.4% | -3.9% | +42.3% | +38.5% |
| 1Y | +34.7% | -13.3% | +48.0% | +38.5% |
| All | +55.7% | +20.8% | +34.9% | +49.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling