-53.1%
TE vs FLR
+188.3%
-241.4%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.2% | -0.6% | +0.4% |
| 7D | +0.2% | -3.5% | +3.7% | +1.1% |
| 30D | -5.9% | +4.2% | -10.1% | -6.9% |
| 3M | -45.6% | +8.1% | -53.6% | -46.1% |
| 6M | -43.4% | +21.5% | -64.9% | -45.6% |
| YTD | -31.0% | +36.8% | -67.8% | -35.2% |
| 1Y | +145.2% | +31.2% | +114.0% | +133.3% |
| 3Y | -24.1% | +53.9% | -77.9% | -28.3% |
| 5Y | -48.1% | +243.0% | -291.2% | -52.7% |
| All | -53.1% | +188.3% | -241.4% | -57.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling