+9.1%
TE vs FLR
+35.7%
-26.5%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.1% | -2.0% | -2.2% |
| 7D | -19.1% | +5.4% | -24.4% | -22.7% |
| 30D | -34.1% | +2.8% | -37.0% | -35.3% |
| 3M | -60.1% | -6.4% | -53.7% | -57.9% |
| 6M | -66.0% | +8.8% | -74.7% | -66.6% |
| YTD | -71.4% | +23.6% | -95.0% | -76.1% |
| 1Y | -45.3% | +13.8% | -59.1% | -51.4% |
| 3Y | +9.1% | +36.5% | -27.3% | -13.5% |
| All | +9.1% | +35.7% | -26.5% | -13.5% |
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 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