+102.9%
T vs FLR
+56.0%
+46.9%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.2% | +1.4% | -1.9% |
| 7D | -3.1% | -3.1% | 0.0% | -3.2% |
| 30D | +4.6% | +4.9% | -0.4% | +4.8% |
| 3M | +12.2% | +10.8% | +1.4% | +13.0% |
| 6M | -6.5% | +19.7% | -26.1% | -5.5% |
| YTD | +4.9% | +38.4% | -33.5% | +6.4% |
| 1Y | -10.5% | +34.7% | -45.2% | -9.2% |
| All | +102.9% | +56.0% | +46.9% | +95.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 FLR 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