+145.2%
TE vs FLR
+31.4%
+113.8%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.2% | -0.6% | -0.3% |
| 7D | +0.2% | -3.5% | +3.7% | +3.1% |
| 30D | -5.9% | +4.2% | -10.1% | -9.1% |
| 3M | -45.6% | +8.1% | -53.6% | -47.9% |
| 6M | -43.4% | +21.5% | -64.9% | -52.3% |
| YTD | -31.0% | +36.8% | -67.8% | -49.5% |
| 1Y | +145.2% | +31.2% | +114.0% | +120.3% |
| All | +145.2% | +31.4% | +113.8% | +120.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling