+221.7%
T vs FLR
+520.6%
-298.9%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.2% | +1.8% | -0.1% |
| 7D | +1.6% | +10.1% | -8.4% | +0.4% |
| 30D | -2.9% | -0.5% | -2.5% | -3.1% |
| 3M | -7.5% | -4.8% | -2.7% | -7.3% |
| 6M | -9.9% | +10.7% | -20.6% | -12.1% |
| YTD | -6.4% | +25.0% | -31.4% | -11.0% |
| 1Y | -9.4% | +8.3% | -17.7% | -12.2% |
| 3Y | +64.9% | +36.8% | +28.0% | +48.5% |
| 5Y | +57.0% | +121.8% | -64.8% | +27.8% |
| 10Y | +60.8% | +9.2% | +51.6% | +32.6% |
| All | +221.7% | +520.6% | -298.9% | +56.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling